moshferatu/options-automation
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Utilize new VVIX regime filter when deciding whether to enter trades

Browse Source
This commit is contained in:
moshferatu 2024-05-13 07:31:29 -07:00
parent 8bba1541a1
commit 1e88f1903f
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
iron_condor_scheduler.py
View File

@ -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])