IBKR_CWMR_STRATEGY

This project implements a Confidence Weighted Mean Reversion (CWMR) trading strategy using the Interactive Brokers (IBKR) API. The strategy is designed to analyze market data and execute trades based on predefined criteria.

Compiling and Execution

Prequisites

• C++23 compatible compiler (e.g., GCC, Clang, MSVC)
• CMake 3.25 or later
• vcpkg package manager (for dependency management)
• Protobuf (5.29.5) compiler (protoc) for generating C++ classes from .proto files
• Intelrdfpmathlib library for advanced mathematical computations
• Threads support for concurrent execution
• ws2_32 library for Windows socket programming

Using vcpkg for Dependency Management

This project utilizes Microsoft's vcpkg package manager in Manifest Mode for C++ libraries.

Automated Dependency Management with Visual Studio 2022

• Building the code in Visual Studio 2022 and later versions is straightforward. The IDE automatically detects the vcpkg.json file and installs the required dependencies.

Manual Dependency Management with vcpkg

If you prefer to manage dependencies manually, you can use vcpkg commands to install the required libraries.

Generate the build configuration files using CMake

cmake -S . -B build \
	-DCMAKE_TOOLCHAIN_FILE=C:/path/to/vcpkg/scripts/buildsystems/vcpkg.cmake
cmake --build build --config x64-release