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polygon.io

Using APIs. I'm doing it on TD and Interactive Brokers using their apis. Interactive Brokers: https://interactivebrokers.github.io/tws-api/introduction.html TD api is merging with schwab: https://developer.tdameritrade.com/content/trader-api-schwab-integration-guide-june-2023-update

I mostly use ATR for trailing as it is already adjusted to volatility of a particular asset.

Hi, Python developer here with 5 years of experience in algo development, i can help with automating your strategy.

You need to create combo contract for it first https://www.interactivebrokers.com/en/software/mobileandroid/trade/create%20combos.htm for doing it using api: https://interactivebrokers.github.io/tws-api/spread_contracts.html#bag_stk

I've created custom scanner using IB data feed for greeks, pcr, bid-ask scan, i use it to mostly to create watchlist for further tracking.

Either select platform with built in auto trade features or automate using python.

I do delta neutral straddle on spx and nq 0dte options, i set stops around 30% with trailing based on atr. doing it since june and so far got returns around 2-3% per month.

I can write python backtest for this, i've tested similar setup with 1 straddle using options data from polygon api.

IB has scanners where you can specify your conditions and get scan results. You can also fetch live and historical data using their api if you want to add some custom filters by using that data.

True.

Lol True . Not every creation works out well.

That's a stupid take. So according to your logic it's not a good idea to create anything.

Hi, i can help with that. i have built similar things and i can show demo of it to give you an idea about workflow and potential challenges.

polygon.io

You can get it from Interactive brokers api.

It is possible to create custom backtest framework for it using python.

You can automate it using python program.