Interactive Brokers Automated Trading (IBpy or C++)

Either using C++ or Python, with Interactive Brokers, construct an automated trading system Check First it will check what is in the portfolio, either SPY US or TLT US, it will hold only 1 of them For example if the indicator signal to buy SPY US and currently TLT US is in the portfolio, it will sell all TLT US at market at 3.30pm and buy SPY US at market at 3.30pm. Buy/Sell quantity (rounded down to nearest 1) = USD$10,000 / (TLT US or SPY US price) For example if the signal is buy SPY, but SPY already exist in the portfolio, then it will not do anything. Signal At 3.30pm US time (30 mins before US Close): Buy/Hold SPY (Conid 756733) if all condition exist: 1) SPY Index < 2000 2) SPY Index – SPY Index Moving Average (30 days) >1.02 (SPY Index price minus SPY Index MA 30D is bigger than 1.02) 3) Ratio of WTI > 0.9 (Ratio explained below) Otherwise, if one condition did not exist it will Buy/Hold TLT US (Conid 15547841) Ratio To calculate ratio of WTI (West Texas Intermediate Light Sweet Crude Oil), we need 5 immediate futures contract prices: Using current date (for example now its 08 Aug 2016), it will check the days to expiration 19 Aug 2016 – 06 Aug 2016 = 9 Trading days (11 Calendar Days) If 5 trading days or more then Ratio = (W1/W2)/(W3/W4) If less than 5 trading days then Ratio = (W2/W3)/(W4/W5) WTI Sep’16 (Expiration Date 19 Aug 2016) = W1 WTI Oct’ 16 (Expiration Date 19 Sep 2016) = W2 WTI Nov’ 16 (Expiration Date 19 Oct 2016) = W3 WTI Dec 16 (Expiration Date 19 Nov 2016) = W4 WTI Jan 17 (Expiration Date 19 Dec 2016) = W5 Trading Days Trading days does not include weekends and public holidays on this list [login to view URL] Sources IB TWS API download and guide: [login to view URL] [login to view URL] If using Python 2.7 use IBpy: [login to view URL] [login to view URL] If using C++: https://www.interactivebrokers.com/en/software/api/apiguide/c/c++[login to view URL] Google for more documentation