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Placing orders via ibapi package. Real-time quote via yfinance package.

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Application:

Subscribes real-time market data, places order when pattern fits certain criteria.

Tools:

Processing high frequency data from broker’s official API(Sonipac-Shioaji, Capital-Skcom, Interactive broker-ibapi), inspecting trade results, intergrating account balance and existed position .


以永豐的shioaji為例

現股交易策略:

  1. 日內回撤「> 3%」
  2. 近十分鐘回撤「> 1%」
  3. 當下價格 > 前3分K的均價
  4. 當下成交量是過去10分K均量的「1.33倍」

☛ 條件達成後,掛比成交價低1個tick的委買價

台指期日盤交易策略:

  1. 近15分鐘跌點「> 50」
  2. 最新報價大於3分K均價
  3. 近3分K均量大於目前成交易前20大的90%
  4. 前10大權值股,超過4檔的符合「bid_increase函式」的條件

☛ 條件達成後出現提示字串

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Placing orders via ibapi package. Real-time quote via yfinance package.

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  • Python 100.0%