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backtesting and algotrading options using Interactive Brokers API (native python api)

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AlexShakaev/backtesting_and_algotrading_options_with_Interactive_Brokers_API

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this is an example of backtesting and automating options trading strategy with native Interactive Brokers python API (ibapi).Bot buys call spread on SPY when close price > sma, exits after 5 days or when abrupt downtrend is detected with bayesian change point detection algorithm (BOCD).

dependencies

  • Interactive Brokers account with market data subscriptions
  • ibapi package 10.22
  • TWS or IB Gateway
  • python 3.9 or later
  • pyqstrat

usage

  • start tws and open 'trades' tab
  • launch main.py file after market opens

Live trading demo

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backtesting and algotrading options using Interactive Brokers API (native python api)

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