ibkr-odte-strategies
Unverified Other strategy on Options by jefrnc. BotFinder score 18 out of 100.
0DTE options research for Interactive Brokers — Python scripts to develop, backtest and validate zero-days-to-expiration setups.
Source: github
BotFinder analysis pending.
ibkr-odte-strategies
ODTE IBKR Trading System Modular trading system for executing automated options strategies using Interactive Brokers API. Overview This system implements multiple trading strategies through a unified framework: 1. ODTE Breakout Strategy - Trades 0-Day-To-Expiration (0DTE) options based on breakout signals 2. Earnings Straddle Strategy - Executes straddle positions around company earnings announcements Both strategies are designed to work with smaller accounts and include comprehensive risk management capabilities. Features - Fully automated connection to IBKR TWS or Gateway - Configurable risk parameters (2-3% per trade) - Support for both options and futures contracts - Comprehensive market data handling with fallbacks - Position management with automated stop-loss and take-profit - ETF-focused for better liquidity and lower costs - Support for micro contracts to enable smaller account sizes Requirements - Python 3.8+ - Interactive Brokers account with TWS or IB Gateway - TWS/Gateway API enabled - ibinsync library - yfinance library (for earnings data) Setup 1. Clone this repository
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
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Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
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Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)