From Interactive Brokers

Trading Using R

Trading Course

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Level Intermediate

R has an array of R-packages for automated trading and performance analytics for back testing and analyzing trading strategies. The IBrokers package has been created by Jeffrey Ryan and is currently maintained by Joshua Ulrich.

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Lesson #1

Introduction to R and RStudio

In this video, you will be introduced to R and RStudio and learn the benefits of using R for automated trading.

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Lesson #2

Installing R and RStudio

In the previous lesson, we introduced R and RStudio and the benefits of trading using the R programming language. In this lesson, we will show you how to install R and RStudio.

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Lesson #3

Configuring IB’s Trader Workstation

<img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" />

In this video, we will explain the Interactive Brokers API architecture and show you how to configure the Trader Workstation.

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Lesson #4

Introduction to IBrokers Package

<img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" />

This lesson introduces the IBrokers package and some of the basic API methods like establishing connection with TWS, getting account details, and creating contracts for use in API calls.

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Lesson #5

Market Data Functions

<img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" />

In this lesson, we will cover the different types of Market Data, learn about Market data lines and show how to fetch streaming and historical market data from the Trader Workstation.

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Lesson #6

Customizing Market Data Functions

<img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" />

In this lesson, we will cover the structure of the real-time market data functions and learn to customize these functions.

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Lesson #7

Order Functions

<img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img data-src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" src="data:image/gif;base64,R0lGODlhAQABAAAAACH5BAEKAAEALAAAAAABAAEAAAICTAEAOw==" class="lazyload" style="--smush-placeholder-width: 700px; --smush-placeholder-aspect-ratio: 700/394;" /><noscript><img src="https://ibkrcampus.com/wp-content/uploads/2020/09/Trading-Using-R-thumb-700x394.webp" alt="" />

In this lesson, we cover the various order functions available in the IBrokers package.

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Lesson #8

Sample Trading Strategy

In this lesson, we will see how to construct and execute a sample trading strategy on TWS.

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