GitHub repositories (krakenapi-NodeJS)
GitHub all repositories (mostly R)
Intraday trading framework (R + Interactive Brokers)
- Intraday trading of futures, currencies and stocks.
- Supports realtime bar sizes of 5 seconds OHLC or greater
- Automatic closing of open positions before market close
- Datastream quality monitoring
Note that PartA and PartB are both required for a fully functional framework. Read this How-to and watch the short screencast below.
Trading and backtesting framework, for daily data ( R + Interactive Brokers)
qsiblive-public-license-1.5-UNSTABLE.tar.gz – 4. August 2012
This download has been removed. It became non-functional due to several upstream quantstrat modifications.