Back-Testing IB-API Strategies

[Bliss]

Hello there,


Can NinjaTrader be used for testing automated trading strategies implemented over Interactive Brokers API?

If so, could you please give starting guidelines or send a link to good documentation?


Thanks much,
Bliss

[NinjaTrader_JC]

Hello Bliss,

Welcome to the NinjaTrader Support Forums!

All what is needed to run a Backtest inside of NinjaTrader is Historical data and an Automated Strategy. You may download Historical data from Interactive Brokers (IB) via their API by setting up the connection to IB from NinjaTrader with the step in the following link.

http://www.ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide.php

Here is a link to our Help Guide that goes over all of the Historical Data that each of our Supported Data Providers that you may view.

http://www.ninjatrader.com/support/helpGuides/nt7/historical_data.htm

Once, you have access to the Historical Data then you may use the Strategy Analyzer to Backtest your NinjaScript Strategy.

http://www.ninjatrader.com/support/helpGuides/nt7/backtest_a_strategy.htm

Let us know if we can be of further assistance.

[Bliss]

Strategies coded using IB-API

Thanks JC for your response.

I'm actually interested in back-testing strategies coded using Interactive-Brokers API and would not want to re-code my strategies using Ninja Script.

Is this possible?

[NinjaTrader_JC]

Hello Bliss,

This would not be possible as backtesting will only work on NinjaScript Strategies.

[viru1992]

IB API Using Python Convert them to REST Full web service

I am looking for someone to help me out in implementing IB APIs Using python in my mobile application. I want to convert that functions into REST API call so i can call that function from my php or node web-server.I am attaching code here,if anyone can help it will be great.

Thanks,

Code:

from ibapi.client import EClient
from ibapi.wrapper import EWrapper
from ibapi.account_summary_tags import *
from ibapi.comm import *
from ContractSamples import *
from OrderSamples import *
from ibapi.order import *
from ibapi.order_state import *
from ibapi.order_condition import *
from ibapi.common import *
from ibapi.contract import *
from pickle import FALSE
from _overlapped import NULL
from flask import Flask, request
from flask_restful import Resource, Api
from sqlalchemy import create_engine
from json import dumps
from flask_jsonpify import *
from werkzeug.wsgi import responder
from time import sleep
from test.test_concurrent_futures import sleep_and_print

app = Flask(__name__)
api = Api(app)

class Connect(EWrapper,EClient,Resource):
def __init__(self):
EClient.__init__(self,self)

def get(self):
self.connect("127.0.0.1", 7497, clientId = 0)
return ('Connected')
class AccountSummary(Connect,Resource):
def __init__(self):
EClient.__init__(self,self)

def accountSummary(self, reqId: int, account: str, tag: str, value:
str,currency: str):
super().accountSummary(reqId, account, tag, value, currency)
return ("AcctSummary. ReqId:", reqId, "AcctNo:", account,"Tag: ", tag, "Value:", value, "Currency:", currency)

def get(self):
self.connect("127.0.0.1", 7497, clientId = 0)
self.reqAccountSummary(9090, "All", AccountSummaryTags.AllTags)

class PlaceOrder(Connect,Resource):
def __init__(self):
EClient.__init__(self,self)

def orderStatus(self, orderId:OrderId, status:str, filled:float,
remaining:float, avgFillPrice:float, permId:int,
parentId:int, lastFillPrice:float, clientId:int,
whyHeld:str):
print ("status")
self.disconnect()

def get(self):
self.connect("127.0.0.1", 7497, clientId = 0)
sampleOrderId = 1234
self.placeOrder(sampleOrderId, ContractSamples.USStock(),
OrderSamples.Mar****rder("BUY", 1))
api.add_resource(Connect, '/connect') # Route_1
api.add_resource(AccountSummary, '/summary') # Route_2
api.add_resource(PlaceOrder, '/placeorder') # Route_2rder
if __name__ == '__main__':
app.run(port='5002')

[NinjaTrader_PatrickH]

Hello viru1992,

Thank you for your post and welcome to the NinjaTrader Support Forum!

NinjaTrader platform support would not be able to assist in custom API development or development outside of NinjaScript in general. You may benefit from creating a new thread with a specific title for your request so that other forum members can see your post more clearly.

Please let me know if you have any questions.