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03ef60b303
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Rename slippage calculation method
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2024-02-24 05:14:31 -08:00 |
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61811a97a9
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Add script for computing the average slippage incurred for a given trading day
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2024-02-23 14:09:36 -08:00 |
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73d3a6145a
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Ensure that all options in the chain are returned in the string representation
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2024-02-22 13:15:15 -08:00 |
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815fdfd043
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Remove limit price logging as limit orders are not currently being used
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2024-02-22 12:36:57 -08:00 |
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4c0c72446a
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Remove excessive tick-by-tick logging
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2024-02-22 12:27:36 -08:00 |
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2a79d0aec2
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Utilize the new trades table utility to insert records upon iron condor trade entry
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2024-02-22 12:23:59 -08:00 |
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c1dfb8f432
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Add utility for interacting with the trades table
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2024-02-22 12:23:26 -08:00 |
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ffc281fcc2
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Round exit slippage calculation as well
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2024-02-21 13:02:36 -08:00 |
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b26c4068ac
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Fix broken entry slippage calculation
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2024-02-21 08:51:12 -08:00 |
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f3c99b3aa0
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Ensure that entry slippage is always a positive number
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2024-02-21 08:50:32 -08:00 |
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09ba7dfed3
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Round entry slippage to 3 decimal places when inserting into the trades table
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2024-02-21 08:44:58 -08:00 |
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5807aa076c
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Log exit slippage incurred when stopping out of a trade
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2024-02-21 08:35:27 -08:00 |
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0f12e6932c
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Add entry slippage to call and put spread details before insertion into the trades table
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2024-02-20 14:33:31 -08:00 |
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df932568b4
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Track the spread mid prices and use them to obtain a more accurate measure of slippage
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2024-02-20 08:46:00 -08:00 |
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c723cc3ecc
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Trivial removal of an unused variable
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2024-02-19 14:32:00 -08:00 |
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353df04d64
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Trivial formatting change
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2024-02-19 14:31:09 -08:00 |
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577aa73ec3
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Refactor order submission to utilize new IBKR client
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2024-02-19 14:29:49 -08:00 |
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6426fd2f63
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Update stop loss order submission based on recent changes to the IBKR client
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2024-02-19 12:51:39 -08:00 |
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e91cbb696b
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Simplify IBKR client creation by removing optional host and port input parameters
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2024-02-19 08:53:18 -08:00 |
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cfdfb1421f
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Retrieve strategy name from trade results table
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2024-02-17 05:56:42 -08:00 |
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aedbedc40f
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Another trivial formatting change
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2024-02-14 12:35:38 -08:00 |
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a72d8aa0ab
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Trivial formatting change
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2024-02-14 12:34:34 -08:00 |
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c05bed04b9
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Pass the entry time to the iron condor trade processes
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2024-02-14 08:29:37 -08:00 |
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786364a8af
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Filter trading days according to the current volatility regime
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2024-02-13 14:30:22 -08:00 |
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9b6405dc30
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Add example of options chain usage
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2024-02-13 12:19:30 -08:00 |
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97c5bd982f
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Trivial change to utilize existing expiration variable when retrieving the options chain
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2024-02-13 10:51:42 -08:00 |
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9ce9067e5d
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Provide the entry time to the iron condor entry script in order to be explicit about the expected entry time of each trade
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2024-02-13 10:50:50 -08:00 |
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b5168bd92d
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Select short strikes based on target credit
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2024-02-13 08:49:02 -08:00 |
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a0f4b62f65
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Implement a string representation of the options chain
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2024-02-13 08:36:20 -08:00 |
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7119af4e34
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Retrieve entry times from environment variables
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2024-02-13 08:13:51 -08:00 |
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afd33102bd
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Add helper utility for retrieving and interacting with an options chain
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2024-02-08 03:22:31 -08:00 |
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632294a89a
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Convert option type to a enum
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2024-02-08 03:22:07 -08:00 |
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02cfa6d7cc
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Convert datetime back to date when looking up the profit from the backtest table
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2024-02-03 06:04:58 -08:00 |
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e64357bcd4
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Update trade report following changes made to backtest and trade tables
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2024-02-03 06:00:07 -08:00 |
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3aed5afc94
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Strip seconds, microseconds, and time zone information from the trade entry time when inserting records into the table in order to facilitate joins against the backtest table where this information is not present
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2024-02-03 05:40:06 -08:00 |
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8edef67e2b
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Remove entry time from strategy name when inserting records into the trades table
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2024-02-03 05:18:36 -08:00 |
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d285a33dd0
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Utilize the new utility method in options-backtesting for retrieving the best performing entry times
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2024-02-02 10:48:05 -08:00 |
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fe99cae735
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Add log files to .gitignore so they don't accidentally get committed
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2024-02-01 05:03:23 -08:00 |
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768cc6de53
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Initial commit of daily trade report script
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2024-01-31 09:49:14 -08:00 |
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730ff1079f
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Sort entry times
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2024-01-29 08:44:37 -08:00 |
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7dcdbcfa75
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Update requirements
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2024-01-29 08:42:12 -08:00 |
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1cc6d303f5
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Retrieve options chain from TradeStation as opposed to IBKR
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2024-01-29 08:41:17 -08:00 |
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cd473ded8a
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Prevent scheduling trades for entry time that have already elapsed
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2024-01-29 08:39:58 -08:00 |
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5766a49164
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Insert records into trades table once orders have been filled
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2024-01-25 07:18:53 -08:00 |
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32744f80cc
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Determine entry times by comparing recent backtests
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2024-01-19 13:19:13 -08:00 |
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21bf4c92f5
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Monitor the price of each spread and perform stop outs when necessary
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2023-12-15 14:48:47 -08:00 |
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1cc0c7867f
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Verify connection to IBKR before scheduling trade entry jobs
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2023-12-13 06:39:58 -08:00 |
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0fe6181e7c
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Add iron condor trade scheduler script
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2023-12-07 08:12:50 -08:00 |
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b13e5d1525
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Add logging to iron condor entry script
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2023-12-07 08:04:57 -08:00 |
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bb8ad7c23e
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Rename iron condor scripts
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2023-12-01 12:47:46 -08:00 |
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