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Next Gen Trader

Before using this project, read the Disclaimer.

Goals

  1. Review the market's price action, levels, and behaviors with LLMs.
  2. Monitor a portfolio full of different strategies and risk assets.
  3. Use AI to support trading decisions and operations.

Ideal Workflow

  1. Start the IBKR TWS or IBKR API Gateway
  2. Boot up the Worker, pull current positions, store them in the DB
  3. Boot up the API + UI, view the current portfolio
  4. Compare current positions and risk levels to strategies + groupings
  5. Plan portfolio adjustments to get to desired levels

Brokers

I'm planning to use this for my actual trading operations, so:

  • Interactive Brokers (primary)
  • Alpaca (secondary)

Disclaimer

This software connects to real brokerage systems and market data with real financial risk. It is provided "as is" with no warranties of any kind.

  • Read and understand the code before you run it. You are fully responsible for what it does in your account.
  • The author(s) are not liable for any financial losses resulting from this software.
  • This is not financial advice. Past performance is not indicative of future results.

You assume all risk.

Code Gen Strategy

I like to break up code into different categories: Primitives, Components, Services.

Primitives

Primitives are small discrete functions that are 20 lines or less. They're focused on a specific task and can be easily unit tested. I like to keep "state" out of these functions. These are mechanical operators.

Examples:

  • function to calc the opening range breakout

Components

Components are collections of Primitives that evolved to manage a process from start to finish. They're often classes and keep track of "state", but I can still test 90% of what's important with unit tests.

Services

Services are the harness for creating long-running processes that are healthy and operate well.

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