Can I trade Australia stocks systematically using ...

Absolutely—MultiCharts can connect directly to Interactive Brokers (IBKR) to both backtest and run live, fully automated strategies on ASX-listed securities. Here’s how you’d set it up and what to watch out for:

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1. Open & Configure Your IBKR Account

1. Account type
   – You’ll need a margin‑enabled IBKR account with Australian‑market access (ASX equities).
2. Market‑data subscriptions
   – Subscribe to ASX level‑1 (and level‑2 if you need depth) real‑time data in your IB Client Portal.
3. IB Gateway / TWS
   – Download and install IB Gateway (headless) or Trader Workbench (TWS).
   – In Configuration → API → Settings, tick “Enable ActiveX and Socket Clients” and set a trusted IP (e.g., localhost).

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2. Connect MultiCharts to IBKR

1. Select the IBKR Brokerage in MultiCharts
   • In QuoteManager, right‑click Broker Profiles → New → choose Interactive Brokers.
2. API Connection Settings
   • Host: 127.0.0.1
   • Port: match your TWS/IB Gateway API port (default 7497 for paper, 7496 for live).
   • Client ID: a unique integer (e.g., 0 or 1).
3. Symbol Mapping
   • ASX tickers in IBKR use the suffix .AX (e.g. BHP.AX, CBA.AX).
   • In QuoteManager, import or manually create symbols with the correct exchange designation.

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3. Historical Data & Backtesting

• IBKR Historical Data
  • IB’s free intraday bars (up to 60 days for 1‑min, shorter for tick) can be pulled directly.
  • For deeper history, consider a third‑party feed (IQFeed, eSignal) that covers ASX.
• MultiCharts Backtester
  • Design your strategy in PowerLanguage (EasyLanguage‑compatible).
  • Use the built‑in Strategy Performance Report to analyze P & L, drawdowns, trade lists, and optimize parameters in-sample vs. out-of-sample.

pascal
// Simple RSI crossover example
Inputs: 
  FastRSI_Length(7), 
  SlowRSI_Length(14), 
  Overbought(70), 
  Oversold(30);
Vars: 
  rsiFast(0), 
  rsiSlow(0);

rsiFast = RSI(Close, FastRSI_Length);
rsiSlow = RSI(Close, SlowRSI_Length);

if MarketPosition = 0 and rsiFast crosses above Oversold then
  Buy 100 shares next bar at market;

if MarketPosition = 1 and rsiFast crosses below Overbought then
  Sell next bar at market;

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4. Going Live: AutoTrading Mode

1. Switch MultiCharts to “Trading — Online”
2. Load your strategy on a chart (with the correct ASX symbol).
3. Enable AutoTrading (click the lightning bolt icon).
4. Monitor real‑time orders & fills in the Trade Manager.

Tip: Run IB Gateway on a dedicated VPS to ensure 24/5 uptime.

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5. Key Considerations & Pitfalls

Topic	Notes
Time Zones & Sessions	ASX runs AEST/AEDT. Make sure your Windows clock and MultiCharts session template align (e.g., 10 am–4 pm).
Order Types & Routing	IBKR supports all ASX order types (market, limit, stop). Use “SMART” routing where possible.
Commissions & Fees	ASX minimum commission is often AUD 10 + exchange/clearing fees—factor into your strategy.
Slippage & Liquidity	Smaller‑cap names can be illiquid—simulate realistic fills in your backtest.
Holidays & Partial Sessions	ASX holidays (e.g., Good Friday) and half‑days require special session templates.
Currency Conversion	Your IB base currency may be USD or AUD; MultiCharts will send orders in the symbol’s currency (AUD).

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6. Advanced Tips

• Use IB API DLL in .NET
  If you’re on MultiCharts .NET, you can call the IBKR C# API directly for more complex logic.
• Async Data Handling
  IB’s tick throttle can delay large‑tick instruments; design your strategy to accommodate data bursts.
• Paper Trading First
  Always validate on the IB paper account before committing real capital.

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Bottom Line

Yes—you can absolutely build, backtest, and deploy fully systematic strategies on ASX stocks via MultiCharts ↔ Interactive Brokers. Just be sure to:

1. Subscribe to the right ASX data.
2. Configure your TWS/IB Gateway API settings.
3. Map symbols correctly (.AX suffix).
4. Account for timezone, liquidity, and fees.

Once that’s in place, your PowerLanguage scripts can execute orders automatically throughout the ASX trading session. Good luck with your systematic trading!

Yes — QuantConnect’s LEAN engine can execute live, fully automated strategies on ASX‑listed stocks via Interactive Brokers, but there are a few moving parts to get right:

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1. Accounts & Data Subscriptions

• IBKR account with ASX access
  You’ll need an Interactive Brokers account that’s approved for trading on the Australian Securities Exchange (ASX). Interactive Brokers Australia Pty. Ltd. is AFSL‑licensed and participates on ASX, ASX 24 and Cboe Australia Interactive Brokers.
• Market‑data bundle
  Within your IB Client Portal, subscribe to the ASX equities streaming bundle (Level‑1 at a minimum). QuantConnect will pull live ticks/bars through IB’s API in your live algorithm.

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2. QuantConnect Live‑Trading Setup

1. QC Live Node Subscription
   To deploy live on QuantConnect’s cloud, you need a “Trading Node” subscription (starts at ~$10/mo) — this covers the cloud server that runs your algorithm 24/7 Interactive Brokers.
2. IB Gateway / TWS
   Whether you self‑host or use QC’s cloud, configure IB Gateway or TWS to allow API access:
   • Enable: “ActiveX and Socket Clients”
   • Port: default is 7496 (live) or 7497 (paper)
3. Select IBKR in QC
   In the QuantConnect “Live Deploy” wizard, choose Interactive Brokers and enter your IBKR credentials. QC handles the rest of the handshake.

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3. Symbol Mapping & Market Codes

• Ticker syntax
  ASX tickers on IB always carry the .AX suffix (e.g. BHP.AX, CBA.AX), but in QuantConnect you refer to them without the suffix and specify the ASX market code.
• Market enum
  Use Market.ASX when you add or create symbols:

  python
  # Python example in your algorithm Initialize():
  self.AddEquity("BHP", Resolution.Minute, Market.ASX)

  csharp
  // C# example
  var bhp = Symbol.Create("BHP", SecurityType.Equity, Market.ASX);
  AddEquity(bhp, Resolution.Minute);

  QuantConnect’s exchange‑ID mapping lists “ASX” for the Australian Securities Exchange QuantConnect.

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4. Backtesting ASX Strategies

• LEAN’s built‑in data
  By default, QC’s cloud data library covers US equities, futures, FX, crypto and selected alternative data — not ASX history.
• Custom data workaround
  To backtest on ASX you must either:
  1. Import your own historical ASX bars (upload CSV/HDF5 as custom data), or
  2. Run LEAN locally with an external feed (e.g., IB historical requests, IQFeed) pointed at ASX.
• Live‑only backtests
  You can paper‑trade live on QC (with historical ⇄ live transition), but always validate your logic using a local or third‑party backtest first.

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5. Time Zones & Trading Hours

• ASX session
  ASX runs 10 am–4 pm AEST/AEDT. In live mode, LEAN’s clock will reflect UTC, so you’ll need to adjust your logic accordingly (or use QC’s TimeRules helpers with TimeZones.AustraliaSydney).
• Holiday calendars
  ASX holidays and half‑days require you to build custom trading calendars or guard your entry/exit logic around known non‑trading dates.

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6. Commissions, Fees & Slippage

• Commission schedule
  IB’s ASX minimum commission is usually AUD 10 + exchange/clearing fees per order. Model this in brokerageModel or use QC’s built‑in IBBrokerageModel.
• Slippage & liquidity
  Many mid‑cap ASX names can be thin. In backtests, simulate realistic fills (e.g. 1–2 ticks of slippage) or use QC’s SecurityTransactionModel overrides to capture liquidity effects.

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7. Putting It All Together

1. Develop & backtest locally on US-equity-like workflows, substituting your ASX custom data.
2. Paper‑trade live through QC to validate connectivity, order routing, and real‑time data.
3. Go live once you’re comfortable: deploy on QC’s cloud (or your own LEAN server), with IB Gateway pointed at ASX data subscriptions.

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Bottom Line

Yes — you can systematically trade ASX stocks on QuantConnect via Interactive Brokers. The key is subscribing to ASX data in IB, mapping tickers correctly (Market.ASX), and managing your data for backtests. Once set up, your Python/C# LEAN algorithms will run fully automated across the ASX session. Good luck!