Trading with a brokerage account using WLD
Author: Kontakt
Creation Date: 7/25/2020 10:18 PM
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superticker

#1
I might be willing to invest some of my own time (after this WLP-to-WLD conversion) to start a Fidelity brokerage port of the plug-in. But I'm not willing to work on the code for the real-time Auto-Trading part. I can share my code with the programmer that wants to do the real-time Auto-Trading part (if there's even interest it that feature).

I realize my time would be better spent on the numerical analysis and statistical number crunching aspects instead, so I might be willing to throw some money at this project too. My only concern there is that the WL development team is already overburdened with this conversion process, so to leave it all up to them would delay things (unless they make this port a priority).

Could I ask, how long would it take a C# programmer to port just the trading aspects of the Fidelity plug-in without the real-time Auto-Trading feature? (I'm just wondering what I'm getting myself into here?) And I'm not familiar with the .NET Windows Presentation Foundation (or Windows.Forms for that matter); any GUI development will have to be done by someone else. I wouldn't think a plug-in would need that much GUI development anyway.
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Kontakt

#2
For anyone doing intraday auto-trading with WLP, WLD transition poses a big problem. It seems possible to replace the Fidelity streaming data provider with a subscription to IQFeed. But currently there is no replacement for trading with a Fidelity account directly from WL.

I am interested in having and using this function in WLD. The code should already be there since it was part of WLP. How can we have this function offered in WLD to transitioning Fidelity customers? Can this be offered as an extension?
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Cone

#3
Understood.. but these are some of those FIdelity components (authentication and broker adapter) that don't "migrate". For whatever reason (we don't know why) Fidelity chose not to allow us to offer this feature at this time.
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Kontakt

#4
I am carrying over this discussion here as a new topic, following Eugene's suggestion.

For anyone doing intraday auto-trading with WLP, WLD transition poses a big problem. It seems possible to replace the Fidelity streaming data provider with a subscription to IQFeed. But currently there is no replacement for trading with a Fidelity account directly from WL.

Cone said:
QUOTE:
For whatever reason (we don't know why) Fidelity chose not to allow us to offer this feature at this time.


I am interested in having and using this function in WLD. Can this be offered as an extension? Is there a broker adapter available in WLD for any brokerage that allows using your account in strategy monitor?
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superticker

#5
It's possible to create a brokerage plug-in via Fidelity Access that will allow you to manually trade on a Fidelity account with WLD. But real-time Auto-Trading is a different bird and would present additional challenges even if it could be done. This would have to be researched further on the Fidelity Access side. But it's the "real-time" part that makes this question tricky to answer from a reliability prospective. But manual trading should be possible.

My "wild guess" is that the Fidelity Access interface was never intended for "reliable" real-time operations. (And my personal feeling is that Fidelity isn't into supporting high frequency trading, so if that's your objective, you should move on.) But as a developer, real-time reliability is a logistics question you can research with the Fidelity technical support team. They are the ones that brought up Fidelity Access to me in the first place.
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Eugene

#6
@Kontakt

There is a replacement. A turnkey solution for getting data from Interactive Brokers and automated order placement via IB was created by IBAutoTrader. Give it a try signing up for a free 10-day trial at:

http://ib-automated-trading.com/
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MohammadRashid

#7
There is a way to simulate auto-trade using Active Trader Pro. It works better than Fidelity auto-trade itself, but requires a lot of code to calculate equity, making sure ATP is running and not locked and using keyboard simulator. I might add the full code here, on GitHub, or on my site.
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Eugene

#8
Mohammad, it sounds cool but please note that this is about trading with WLD - not ATP. We never supported ATP here.
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mvn910

#9
Sadly to learn that we are no longer able to do auto trade with Fidelity. Probably Fidelity do not make much money any more due to the last year change to zero trading transaction commission. I was about to post a topic asking how to login into Fidelity from WLD but I think I have my answer at this time.
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