backtesting_and_algotrading_options_with_Interactive_Brokers_API

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