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Utilize new VVIX regime filter when deciding whether to enter trades

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moshferatu 2024-05-13 07:31:29 -07:00
parent 8bba1541a1
commit 1e88f1903f
1 changed files with 2 additions and 2 deletions
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iron_condor_scheduler.py
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@ -1,7 +1,7 @@
import schedule import schedule
import time import time
from backtesting.filter import VolatilityRegimeFilter from backtesting.filter import VVIXRegimeFilter
from datetime import datetime from datetime import datetime
from dotenv import load_dotenv from dotenv import load_dotenv
from ibkr import Client from ibkr import Client
@ -14,7 +14,7 @@ load_dotenv()
eastern_timezone = 'America/New_York' eastern_timezone = 'America/New_York'
trade_filters = [VolatilityRegimeFilter()] trade_filters = [VVIXRegimeFilter()]
def enter_trade(entry_time: datetime): def enter_trade(entry_time: datetime):
job_process = Process(target = enter_iron_condor, args = [entry_time]) job_process = Process(target = enter_iron_condor, args = [entry_time])