Interactive Brokers Opening Strategy Algorithm

I’m laying the groundwork for an automated trading system and would like to begin with my Opening Trade strategy. The first milestone is to turn the written logic I already have into working code that connects directly to Interactive Brokers through their API.

What I need right now
• Clean, well-documented code that captures my Opening Trade rules and submits live orders via IB Gateway / TWS.
• A simple back-test that confirms the logic behaves as expected on historical data before we point it at the live account.
• Modular structure so the same framework can later absorb my Fair Value and VWAP ideas without rewriting the core.

I would also require
• A lightweight scanner that pulls real-time market and historical bars from IB and feeds the strategy.
• Hooks for automated order execution safeguards (throttle, max risk per trade, etc.).

Acceptance criteria
– Strategy fires only during the defined opening window and matches my entry, exit and sizing rules.
– All trades routed successfully through Interactive Brokers in a paper account.
– Back-test results reproducible from a single command or notebook cell.

If you are comfortable coding directly against the IB API and can walk me through your approach, I’d like to get this first phase moving quickly. I would also like to know the approximate cost for this, and also the cost to help set up in conjunction with the Interactive Broking platform

Many Thanks in advance

Danny