For code/output blocks: Use ``` (aka backtick or grave accent) in a single line before and after the block. See: http://commonmark.org/help/

Option trading



  • Hi guys,

    I am wondering that if there someone using backtrader for option trading. One issue I met is the about the feeding of greeks, especially for the IB trading API.

    I found there is no greek staff in the document. So I am thinking that add a option greek feeder and try to make some contribution to integrate option trading into backtrader.

    If someone could kindly provide some info or direction about this, I appreciate it a lot.

    Here is my email: wangzhetju@gmail.com

    Regards,
    Zhe Wang



  • Hi Zhe, I sent you an email earlier and you replied :)



  • hi guys
    just saw this thread which is obviously a few days old. I am working on an option trading model and wondering if I can use backtrader for live trading but having some doubts if that is possible. Firstly the IBPy API cannot handle Futures Options. Secondly the instruments seems to be fairly hardwired in backtrader and dynamically creating new instruments for the model to trade seems do be seriously difficult to implement but obviously necessary as the decision which expiry and strike to trade depends on time and on the underlying price. Any thoughts, hints, experiences would be appreciated. (rude or condescending replies will be flagged and down voted. Sadly had that unpleasant experience in the past here)
    Regards
    Steffen