From 1e88f1903f61e141d10002ca9d5145832f96b7d6 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Mon, 13 May 2024 07:31:29 -0700 Subject: [PATCH] Utilize new VVIX regime filter when deciding whether to enter trades --- iron_condor_scheduler.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/iron_condor_scheduler.py b/iron_condor_scheduler.py index 5982845..ed2a2ba 100644 --- a/iron_condor_scheduler.py +++ b/iron_condor_scheduler.py @@ -1,7 +1,7 @@ import schedule import time -from backtesting.filter import VolatilityRegimeFilter +from backtesting.filter import VVIXRegimeFilter from datetime import datetime from dotenv import load_dotenv from ibkr import Client @@ -14,7 +14,7 @@ load_dotenv() eastern_timezone = 'America/New_York' -trade_filters = [VolatilityRegimeFilter()] +trade_filters = [VVIXRegimeFilter()] def enter_trade(entry_time: datetime): job_process = Process(target = enter_iron_condor, args = [entry_time])