EMA cross execution on ES and VX futures.
Automated entry and exit on E-mini S&P and VIX futures through the TradeStation API, driven by an exponential moving average crossover and validated against historical data the client supplied.
What the client asked for.
Buy and sell through the TradeStation API on an exponential moving average crossover, trading E-mini S&P and VIX futures. The client supplied their own historical data for validation rather than asking us to source it.
A precise brief. The instrument pair is the part that matters: ES and VX behave differently, and VX in particular carries term structure that a naive equity-index approach mishandles.
The requirement, as specified.
Two instruments, one crossover rule.
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What was delivered.
Multiple languages, multiple broker APIs.
The system placed orders automatically on both instruments through the TradeStation API, driven by the crossover rule and validated on the client’s own data first.
The client’s review names the thing that is hard to demonstrate on a website: breadth across programming languages and broker APIs. Two venues behave differently, and an implementation that treats VX like an equity index gets the term structure wrong.
“Good group for any trading infrastructure needed. They know their stuff and can code in multiple languages and with multiple broker APIs.”
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