Sample Code with Interactive Broker

[Jeffrey C F Wong]

Hi everyone, I am an IB user and a newbie at coding. I tried to implement the sample SMA strategy along with IB instead of the original yahoo data source. Everything looks to be working except for the buying and selling. Please help a newbie out here.

from __future__ import absolute_import, division, print_function, unicode_literals
import backtrader as bt
import datetime


class SmaCross(bt.Strategy):
    # list of parameters which are configurable for the strategy
    params = dict(
        pfast=10,  # period for the fast moving average
        pslow=30   # period for the slow moving average
    )

   
    def __init__(self):
        sma1 = bt.ind.SMA(period=self.p.pfast)  # fast moving average
        sma2 = bt.ind.SMA(period=self.p.pslow)  # slow moving average
        self.crossover = bt.ind.CrossOver(sma1, sma2)  # crossover signal

    def next(self):
        if not self.position:  # not in the market
            if self.crossover > 0:  # if fast crosses slow to the upside
                self.buy()  # enter long

        elif self.crossover < 0:  # in the market & cross to the downside
            self.close()  # close long position


cerebro = bt.Cerebro()

startcash=100000
cerebro.broker.set_cash(startcash)

store = bt.stores.IBStore(host="127.0.0.1", port=7497, clientId=0)
cerebro.broker = store.getbroker()

stockkwargs = dict(
    timeframe=bt.TimeFrame.Days,
    rtbar=False,  # use RealTime 5 seconds bars
    historical=True,  # only historical download
    qcheck=0.5,  # timeout in seconds (float) to check for events
    fromdate=datetime.datetime(2020, 11, 2, 0, 0, 0),  # get data from..
    todate=datetime.datetime(2020, 11, 4, 0, 0, 0),  # get data from..
    latethrough=False,  # let late samples through
    tradename=None  # use a different asset as order target
    )

#data = store.getdata(dataname="MSFT-STK-SMART-USD", **stockkwargs)
data = store.getdata(dataname="MES-202012-GLOBEX-USD", **stockkwargs)
cerebro.resampledata(data, timeframe=bt.TimeFrame.Minutes, compression=2)# 2 min candles (compression=2)


cerebro.addstrategy(SmaCross)

portvalue = cerebro.broker.getvalue()
pnl = portvalue - startcash
print('Final Portfolio Value: ${}'.format(portvalue))
print('P/L: ${}'.format(pnl))

cerebro.run()
cerebro.plot(style='candlestick',iplot=False)