Contact person: ATAS Trading Strategy Program Development

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Location: Atlanta, United States

Budget: Recommended by industry experts

Time to start: As soon as possible

Project description:
"I want you to build a program as a trading strategy that executes buy and sell orders in C# for the ATAS Platform Trade. First, it should call or include all the platform's libraries needed to build the strategy. This strategy should be applied to any symbol or chart I attach it to, meaning it is not restricted to a specific symbol.

The program or strategy relies on the Depth of Market (DOM) indicator, which is just like any other technical indicator in the ATAS platform. I want it to use only the first level of bid and ask in the DOM indicator, i.e., the bid and ask at the current price level only — the best bid and best ask.

* If the buy volume is greater than the sell volume, it should open a buy position and keep it open as long as the condition is true (buy volume ≥ sell volume). It should close the buy position once the sell volume exceeds the buy volume.
* If the sell volume is greater than the buy volume, it should open a sell position and keep it open as long as the condition is true (sell volume ≥ buy volume). It should close the sell position once the buy volume exceeds the sell volume.

Only one trade should be open at a time, either buy or sell, depending on the conditions above.

The options I want to be able to change are: lot size (trade size) and tick size for the Depth of Market indicator.

The program should be very fast and efficient in execution." (client-provided description)