From bd4ec63a0f8c5d334bf67be510bc23fb597f46eb Mon Sep 17 00:00:00 2001 From: moshferatu Date: Tue, 19 Sep 2023 08:56:39 -0700 Subject: [PATCH] Expect some additional slippage in order to achieve quicker fills --- iron_condor.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/iron_condor.py b/iron_condor.py index f4878a9..98835d2 100644 --- a/iron_condor.py +++ b/iron_condor.py @@ -63,8 +63,8 @@ long_put_strike = float(long_put_contract['Strike']) short_call_strike = float(short_call_contract['Strike']) long_call_strike = float(long_call_contract['Strike']) -put_spread_limit_price = short_put_contract['Bid'] - long_put_contract['Ask'] -call_spread_limit_price = short_call_contract['Bid'] - long_call_contract['Ask'] +put_spread_limit_price = short_put_contract['Bid'] - long_put_contract['Ask'] - 0.05 # Yield to the MMs. +call_spread_limit_price = short_call_contract['Bid'] - long_call_contract['Ask'] - 0.05 print("Short Put Strike:", short_put_strike) print('Long Put Strike:', long_put_strike)