Interactive Brokers Python API Advanced Concepts
What you’ll learn
Algorithmic Trading
Interactive Broker API
Advanced Python Concepts
Advanced IBAPI concepts
Requirements
Completion of Course titled “Algorithmic Trading using Interactive Broker’s Python API”
Interactive Broker Pro Account
Intermediate level familiarity with finance/trading
Description
Design and deploy advanced trading strategies on Interactive Broker’s platform using parallel programming/multithreading concepts. Gain an edge in your trading by learning to harness advanced IBAPI functionalities and modules such as scanner, advanced orders etc.You can expect to gain the following skills from this courseApplying Parallel programming concepts in API tradingAdvanced order typesHarnessing streaming data (price, position, p&l)Implementing scanner using IBAPIBacktesting strategiesEnd to end design and deployment of advanced strategiesThis course aims to provide a much deeper understanding of IBAPI features to beginner and intermediate level users of IBAPI. I have created this course based on the feedback received on my introductory IBAPI course from students who wanted to delve deeper and deploy advanced algorithms on IBAPI platform. This course seeks to provide you with the required tools to deploy any kind of strategy on Interactive Brokers platform and gain an edge by leveraging IBAPI’s advanced functionalities.The course covers and implements Open Range Breakout strategy which is quite complex to implement as it requires a number of tasks to be performed simultaneously (e.g. streaming current price of tickers, streaming PnL of tickers, extracting historical data periodically, performing calculations, generating signals and order management). The course explains how such strategies can be built step by step and how the various IBAPI tools can be used efficiently to ensure that the various parts of the strategy work harmoniously.
Overview
Section 1: Introduction
Lecture 1 IBAPI Courses
Lecture 2 Why Advanced API Course
Lecture 3 IBAPI Pros & Cons
Lecture 4 IBAPI – Quick Recap
Lecture 5 Basic Code Architecture
Lecture 6 Code Architecture with Multithreading
Section 2: Multithreading Deep Dive
Lecture 7 Sequential vs Parallel Programming
Lecture 8 Python Multithreading Intuition
Lecture 9 Python Multithreading Implementation
Lecture 10 Homework – Multithreading Implementation
Lecture 11 Multithreading Homework Solution
Section 3: Last Traded Price
Lecture 12 LTP Using Multithreading
Lecture 13 LTP Implementation
Section 4: Historical Data API
Lecture 14 Historical Data Recap & Limitation
Lecture 15 Historical Data Extraction using Conditional Lag
Lecture 16 Historical Data Extraction using Event
Section 5: Orders API
Lecture 17 Orders API Recap
Lecture 18 Open Orders Recap
Lecture 19 Fetching Executed Orders
Lecture 20 Bracket Orders
Section 6: Position & PnL
Lecture 21 Extracting Updated Positions
Lecture 22 Streaming Account Level PnL
Lecture 23 Streaming Position Level PnL
Section 7: Scanner
Lecture 24 TWS Scanner Intro
Lecture 25 Extracting Scanner Parameters
Lecture 26 Implementing Scanner Using IBAPI
Section 8: Open Range Breakout Strategy
Lecture 27 Open Range Breakout Strategy – Intro
Lecture 28 ORB – Trading App Basic Structure
Lecture 29 ORB – Getting Historical Data
Lecture 30 ORB – Implementing Strategy Conditions
Lecture 31 ORB – Implementing Kill Switch
Lecture 32 ORB – Handling Events
Lecture 33 ORB – Strategy Demo
Lecture 34 ORB – Homework Assignment
Lecture 35 ORB – Homework Assignment Solution
Section 9: Open Range Breakout Backtesting
Lecture 36 ORB Backtesting Planning
Lecture 37 Extracting Daily Data for Universe of Stocks
Lecture 38 Identifying Top Gap Stocks
Lecture 39 Implementing Backtesting & Calculating Returns
Traders looking to automate their strategies on Interactive Broker’s platform,Anyone interested in Algorithmic trading
Course Information:
Udemy | English | 6h 18m | 4.99 GB
Created by: Mayank Rasu
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