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Converting algo from Quantopian to IBridge.py

Hello!
I am beginning to use the IBridge.py platform to trade Quantopian algos with Interactive Brokers. However, it is not clear to me what should replace instructions such as:

set_slippage(slippage.VolumeShareSlippage(volume_limit=.20, price_impact=0.0))
set_commission(commission.PerTrade(cost=0.00))
set_long_only()

Can anyone explain how to do it?
Thank you very much!
Best,
AT

2 responses

I can't advise regarding set_long_only().

What I can say is that set_slippage and set_commission (if you're wanting to live trade) won't do anything, because as much as I'd like to be able to, I can't choose my slippage and commission in the real markets.

Hi Quant Trader, thank you for the insight!