Hi there,
I have read the strategy in the attached xl file and I can implement your options straddle rolling strategy using IBKR Python API and provide support until you are 100% satisfied.
Background:
I am a quant trader with a Masters in Financial Engineering. I specialize in automation scripts in Python, and have been building algo-trading scripts using APIs from Zerodha, Finvasia, IBKR. I also have a deep understanding on Options Theory, Pricing Models, Rolling & Spread trading, SPAN Margin Calculation, Option Greeks calculation for risk & hedging purpose.
Lets discuss further on chat. Looking forward to working with you.
Harish