Commit Graph

23 Commits

Author SHA1 Message Date
577aa73ec3 Refactor order submission to utilize new IBKR client 2024-02-19 14:29:49 -08:00
6426fd2f63 Update stop loss order submission based on recent changes to the IBKR client 2024-02-19 12:51:39 -08:00
e91cbb696b Simplify IBKR client creation by removing optional host and port input parameters 2024-02-19 08:53:18 -08:00
aedbedc40f Another trivial formatting change 2024-02-14 12:35:38 -08:00
a72d8aa0ab Trivial formatting change 2024-02-14 12:34:34 -08:00
97c5bd982f Trivial change to utilize existing expiration variable when retrieving the options chain 2024-02-13 10:51:42 -08:00
9ce9067e5d Provide the entry time to the iron condor entry script in order to be explicit about the expected entry time of each trade 2024-02-13 10:50:50 -08:00
b5168bd92d Select short strikes based on target credit 2024-02-13 08:49:02 -08:00
3aed5afc94 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 2024-02-03 05:40:06 -08:00
8edef67e2b Remove entry time from strategy name when inserting records into the trades table 2024-02-03 05:18:36 -08:00
1cc6d303f5 Retrieve options chain from TradeStation as opposed to IBKR 2024-01-29 08:41:17 -08:00
5766a49164 Insert records into trades table once orders have been filled 2024-01-25 07:18:53 -08:00
21bf4c92f5 Monitor the price of each spread and perform stop outs when necessary 2023-12-15 14:48:47 -08:00
b13e5d1525 Add logging to iron condor entry script 2023-12-07 08:04:57 -08:00
bb8ad7c23e Rename iron condor scripts 2023-12-01 12:47:46 -08:00
ec4067deb6 Submit stop limit order following successful fill 2023-09-22 08:06:26 -07:00
034769ffc0 Determine the fill price of each spread 2023-09-20 11:48:26 -07:00
bd4ec63a0f Expect some additional slippage in order to achieve quicker fills 2023-09-19 08:56:39 -07:00
4c6c24bfd9 Add logic for placing the appropriate orders to enter the iron condor 2023-09-19 08:52:03 -07:00
8bc4b296a8 Identify which strikes to use for entering an iron condor based on a target delta 2023-09-18 09:15:51 -07:00
13b7919377 Fix formatting to use only single quotes 2023-09-18 09:14:39 -07:00
190a6f9a73 Add Tastytrade client to Iron Condor example 2023-09-15 08:45:19 -07:00
c166a5560c Work in progress Iron Condor automation script 2023-09-15 07:17:44 -07:00