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d7bce267ca
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Rename method to monitor option spreads
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2024-02-28 11:20:10 -08:00 |
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2ca34e4004
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Consolidate inputs required to monitor the spread into an option order
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2024-02-28 11:19:10 -08:00 |
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a9023f8594
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Consolidate the inputs required when updating the trades table into an options order
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2024-02-28 10:34:47 -08:00 |
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da58e44dda
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Add some debug logs for tracking entry slippage based on the options chain since that data is coming from Tradestation while the order is submitted on IBKR
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2024-02-27 14:43:14 -08:00 |
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d868192002
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Update trades table upon stopping out of a spread so that it includes the closing price and slippage incurred on exit
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2024-02-27 10:52:07 -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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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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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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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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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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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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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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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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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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ec4067deb6
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Submit stop limit order following successful fill
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2023-09-22 08:06:26 -07:00 |
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034769ffc0
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Determine the fill price of each spread
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2023-09-20 11:48:26 -07:00 |
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bd4ec63a0f
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Expect some additional slippage in order to achieve quicker fills
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2023-09-19 08:56:39 -07:00 |
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4c6c24bfd9
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Add logic for placing the appropriate orders to enter the iron condor
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2023-09-19 08:52:03 -07:00 |
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8bc4b296a8
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Identify which strikes to use for entering an iron condor based on a target delta
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2023-09-18 09:15:51 -07:00 |
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13b7919377
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Fix formatting to use only single quotes
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2023-09-18 09:14:39 -07:00 |
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190a6f9a73
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Add Tastytrade client to Iron Condor example
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2023-09-15 08:45:19 -07:00 |
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c166a5560c
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Work in progress Iron Condor automation script
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2023-09-15 07:17:44 -07:00 |
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