Hi,
I wrote some trading strategies in IBKR and wanted to backtest it in Quantconnect, utilizing the great distinct backtest feature.
Already upgraded to researcher, however, it seems that it only the “other way round” is possible, deploying Quantconnect code on IBKR.
Or am I wrong? Is there any good way that I can use IBKR for coding and QC for backtesting, e.g. a transpiler…
Many thanks
Mia Alissi
Hi Kai,
Unfortunately, you cannot directly use code written for IBKR to backtest in QuantConnect. QuantConnect uses its own API for backtesting and live trading. You would need to rewrite your strategy using QuantConnect's API in either Python or C#.
QuantConnect provides a comprehensive documentation to help you get started with coding your strategy. You can also check out the tutorials for more detailed guides on implementing various types of strategies.
Once you have rewritten and backtested your strategy in QuantConnect, you can then deploy it for live trading with your IBKR account. QuantConnect's trading engine, LEAN, supports live trading with multiple brokerages including IBKR.
I hope this helps! Let me know if you have any other questions.
Sources:
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Kai Wang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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