Interactive Brokers Algo Trading

Interactive Brokers Algorithmic Trading Software | ToCan Analytics
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Interactive Brokers Algorithmic Trading

ToCan Analytics — Turning Complexity into Simplicity

Custom IBKR Trading Systems
Built for Professional Traders

Automated trading systems built directly on Interactive Brokers’ TWS API and IB Gateway — covering US stocks, options, futures and multi-asset strategies. Python-based, backtested, and production-ready.

🤖 AI-Powered Development — Claude · ChatGPT · AI Agents
TWS API Integration
IB Gateway
US Stocks
Options Strategies
Futures Trading
Multi-Leg Orders
Trend Following
Mean Reversion
Options Volatility
Pairs Trading
Portfolio Rebalancing
Python-Based Systems
TWS API Integration
IB Gateway
US Stocks
Options Strategies
Futures Trading
Multi-Leg Orders
Trend Following
Mean Reversion
Options Volatility
Pairs Trading
Portfolio Rebalancing
Python-Based Systems
135+
Markets Access
8+
Strategy Types
3
Asset Classes
100%
Custom Built
Free
Initial Consultation
How We Build Your System

Our 7-Step Quant
Development Process

From first consultation through to live deployment and ongoing support — see exactly how we build institutional-grade trading systems.

Trading Strategies

IBKR Strategies I Build
& Deploy for Clients

Every strategy is custom-coded, rigorously backtested on historical IBKR data, and deployed with full institutional risk controls.

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US Equity Trend Following

Momentum-driven systems that identify and ride sustained directional moves in US stocks and ETFs. Uses EMA crossovers, relative strength rankings, sector rotation signals, and ATR-based position sizing. Trades S&P 500 constituents and sector ETFs via IBKR’s direct market access.

EMA CROSSOVERMOMENTUMSECTOR ROTATIONUS EQUITIES
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Mean Reversion (Equities)

Systematic strategies that exploit short-term price overreactions in liquid US stocks. Built on Bollinger Band squeezes, RSI extremes, and overnight gap fill patterns. Particularly effective on high-volume mid and large-cap stocks with tight IBKR spreads.

GAP FILLBOLLINGER BANDSRSILARGE CAP
Options Volatility Strategies

Systematic options strategies built around implied volatility — selling premium when IV is elevated and buying when IV is compressed. Includes iron condors, straddles, strangles, vertical spreads, and calendar spreads. Full Greeks management with automatic delta hedging via IBKR’s multi-leg order types.

IV RANKIRON CONDORDELTA HEDGEGREEKS MGT
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Statistical Arbitrage

Pairs trading systems exploiting temporary mispricings between cointegrated US stock pairs — for example within the same sector (JPM vs BAC, or AAPL vs MSFT). Uses spread Z-score signals, Kalman filter estimation, and dynamic hedge ratios to enter and exit trades on IBKR.

PAIRS TRADINGCOINTEGRATIONKALMAN FILTERSTAT ARB
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Covered Call & Cash-Secured Put

Systematic income-generating strategies — automatically selling covered calls against existing equity positions or cash-secured puts on target stocks. Selects strikes based on delta targets and DTE (days to expiry), rolls positions automatically at predefined thresholds via IBKR’s options chain data.

COVERED CALLSCSPINCOME STRATEGYAUTO ROLL
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Long/Short Equity

Market-neutral strategies that go long strong stocks while shorting weak ones within the same sector — capturing the relative performance spread while minimising directional market exposure. Uses fundamental screening, price momentum ranking, and beta-adjusted position sizing via IBKR’s short locate service.

MARKET NEUTRALSHORT SELLINGBETA ADJUSTEDSECTOR NEUTRAL
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Automated Portfolio Rebalancing

Rules-based portfolio rebalancing systems that maintain target asset allocations — automatically calculating required trades, executing in optimal order to minimise market impact, and handling corporate actions and dividends. Integrates with IBKR’s portfolio data for real-time allocation tracking.

REBALANCINGALLOCATIONMULTI-ASSETTAX AWARE
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ML-Driven Equity Signals

Machine learning models (XGBoost, Random Forest, LSTM) trained on IBKR historical price, volume, earnings, and options flow data to generate directional trade signals. Walk-forward validation, feature importance analysis, and live retraining pipelines ensure the models remain predictive over time.

XGBOOSTLSTMEARNINGS SIGNALSWALK-FORWARD
TWS API & Technical Expertise

Deep IBKR API Knowledge
From Live Production Systems

Interactive Brokers’ API is one of the most powerful — and most complex — in the industry. Genuine expertise takes years to develop. I have it.

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TWS API & IB Gateway

Full implementation via both Trader Workstation API and IB Gateway — the preferred headless connection for automated systems. Handles connection management, reconnection logic, and session persistence correctly.

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Order Types & Execution

Complete order type coverage — market, limit, stop, adaptive, VWAP, TWAP, bracket orders, OCA groups, and complex multi-leg combo orders for options strategies. Proper handling of order states, fills, and partial executions.

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Real-Time Market Data

Live price streaming, options chain data, implied volatility surfaces, historical data requests, and fundamental data via IBKR’s data subscriptions. Handles pacing violations and concurrent request limits correctly.

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Account & Position Management

Real-time account value, margin requirements, buying power, and position tracking across multiple accounts and sub-accounts. Handles IBKR’s complex margin calculation model for portfolios containing stocks, options, and futures simultaneously.

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Contract Specification

Precise contract definition for equities, options (strikes, expiries, right), futures, and forex across all IBKR-supported exchanges — a common source of errors for less experienced IBKR developers that I navigate reliably.

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Historical Data & Backtesting

Efficient historical OHLCV, tick, and options data retrieval from IBKR for backtesting pipelines. Handles data gaps, corporate actions, adjusted prices, and IBKR’s rate-limited historical data API without errors.

How It Works

From Strategy Idea to
Live IBKR System in 4 Steps

A structured, transparent process — no black boxes, no surprises at any stage.

Step 01
Strategy Discovery

We discuss your strategy, which IBKR markets and instruments you want to trade, your risk appetite, target return, maximum drawdown, and account structure. Free, no-obligation consultation.

Step 02
Build & Backtest

Strategy built in Python against IBKR historical data. Backtested with realistic commission modelling, bid-ask spread costs, slippage, and no lookahead bias — producing performance estimates you can trust.

Step 03
Paper Trade & Validate

Full system validation using IBKR’s paper trading account on live market data — exactly matching live conditions without risking capital. Issues identified and resolved before going live.

Step 04
Live Deployment

Production deployment via IB Gateway on a dedicated cloud server. Real-time monitoring dashboard, Telegram or email alerts, comprehensive logging, and emergency stop controls built in from day one.

Risk Management

Every System Built With
Institutional Risk Controls

Risk management is not an afterthought — it is architected into every system from the very first line of code.

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Drawdown Circuit Breakers

Configurable daily and total drawdown limits that automatically halt all trading activity and send immediate alerts — preventing a bad day from becoming a catastrophic loss.

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Dynamic Position Sizing

Kelly Criterion, fixed fractional, or volatility-adjusted position sizing — calibrated to your specific account size, risk tolerance, and strategy characteristics. No oversizing in favourable conditions.

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Hard Stop Losses

Stop loss orders placed directly on IBKR — not just tracked in software — ensuring positions are protected even if the local system loses connectivity. Bracket orders used wherever appropriate.

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Options Greeks Controls

For options strategies — delta, gamma, vega, and theta limits enforced at the portfolio level. Automatic hedging triggers when aggregate Greeks breach predefined thresholds.

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Real-Time Alerting

Telegram and email alerts for every significant event — order executions, errors, margin warnings, connectivity issues, and end-of-day P&L summaries. Complete visibility at all times.

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Failsafe & State Recovery

Automatic reconnection to IB Gateway, position reconciliation on restart, and orphaned order detection — ensuring the system always has an accurate picture of its true state after any interruption.

Get Started on IBKR

Ready to Automate Your
Interactive Brokers Strategy?

Book a free consultation — we will discuss your strategy, instruments, timeline, and exactly what it will take to build it properly.

Book Free Consultation →
No obligation  ·  Free initial call  ·  UK & US clients welcome