So you only want to send buy/sell orders to your broker? To which broker do you want to connect and what kind of orders (market, limit, stop)?

You can look for R packages that solves this (i'm not familiar with), or use an approach where you bridge R to your broker via Java or Python. A simple solution would be to define your own simple protocol that writes lines to a file from R (containing time, order, type, instrument, size, lmt price). Then your bridge program scans this file for new lines (checks the time stamp to prevent sending old orders) and uses the broker API's to send the orders. But if you need a more tight integration this is perhaps not the way to go.

Hellos Hans-Peter Smit, thanks. I am using the broker of ayondo markets.For ayondo there are no packages in R. I will investigate how to do it since I have seen people who introduce many operations at the same time so that in some way it will be able to connect. With respect to the type of order I use orders to market and stop. Thank you.

Victor I looked up Ayondo and it seems there is no API for automating orders. I don't think this broker is suitable for what you want. Ayondo is more about following other traders, called TopTraders, but it seems those traders can only order manually.

I'm also interested. I wonder if MT4 or MT5 (MetaTrader) allows this level of integration with R. I know for a fact that R can communicate with any Visual Study language, there are libraries available online for that matter.

Well at this point it seems that no integration is possible with ayondo. Perhaps they support FIX protocol, but this you need to ask your contact at ayondo.

Hello, supposedly you can not in Ayondo yet, but I've seen some top traders who introduce many trades in the same minute, so I've thought there's some way to automate the trades. Anyway I will ask ayondo again. Thank you for your help.

Do you know Visual Chart with Esfera Broker ?

Ok, random thought here, but if your broker doesn't have an API you can connect with, what about using the PyAutoGui module in Python to fill out trades orders? That may be a possible solution to your issue.

Seems you should get a broker with an API e.g. Interactive Brokers. When it comes to the actual implementation on your side. Don't underestimate the complexity of managing order flow programmatically in a safe way (partial fills, cancelled orders, asynchronous api messages etc etc)

I completely agree with Fredrik Daveus. Consider this - not only will other applications allow integration through their API, but you may be surprised by their strategy building tools that negate the need for what you are trying to accomplish. Hope you find the best solution.

I've used the ib api for R, works perfectly; although our automatic trading is done with a rather big program we did in java, better performance in day trading ops.

there is API in R to Interactive Brokers. see the link below. I used it, it works perfectly. However R is not ideal in terms of speed, it all depends on your strategy though. https://cran.r-project.org/web/packages/IBrokers/index.html

As long as it's not HFT, R is normally fast enough for live trading, but not fast enough for backtests. Better use a trading software that has both a connection to brokers and a connection to R.

Hello Johann Christian Lotter. I do not do HFT, my strategies are intradiaries but with few operations. I want to connect R with the broker mainly to save time and not have to be all day in front of the computer.

So the question is how easy you can switch brokers and use a decent API or offer FIX connectivity to integrate it.

Obviously, the best and fastest solution is to use a broker with an API. However, if you are stuck with something else, you could also simulate human activity (say in a virtual machine) with say https://www.autoitscript.com/site/autoit/ in Windows or xautomation tools in linux/unix systems. Workflow could seem like this: text file produced by R and parsing/execution through AutoIt/shell script.