Automating Trend Following - ProRealTime/IGIndex


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Hello all, hope you are well.

I have been using IG for a few years to speculate on individual stocks with some success.

I've now turned my attention to programming a simple trend following/breakout system (long only at this point) to be used on the various indices offered by IG. The system will work on both daily and weekly timeframes and will buy on a breakout of x number of days and size the position based on the prevailing volatility of the market. Anyone familiar with the Turtles and Richard Dennis will be familiar with this type of strategy.

Basically I have backtested the strategy using the ProRealTime provided by IG, so I can see how it has performed. However I have had some issues when running it in an automated way: long story short it didn't buy on a breakout - in this case the FTSE 100 going above 7000.

Does anyone have any experience of automated strategies using specifically IG with ProRealTime? I'd ideally like to code this system and keep manual interference to a minimum. This is to avoid the psychological pitfalls associated with trend following.

Any help is appreciated. Great site!
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