moshferatu

0 Followers · 0 Following

• Joined on 2023-09-01

Repositories

42

Projects Packages Public Activity Starred Repositories

moshferatu pushed to main at moshferatu/database 2024-03-16 12:39:09 +00:00

fadb01b2a4 Convert datetime object to date on clients' behalf

moshferatu pushed to main at moshferatu/docker-compose 2024-03-14 11:42:57 +00:00

df9f34e3b0 Add README file

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-13 21:22:47 +00:00

1f03d10e1f Add the ability to toggle between the S&P 500 and NASDAQ indices

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-13 21:21:46 +00:00

65c9072155 Normalize the index component weights

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-12 21:19:50 +00:00

2c2e4d8358 Remove unused imports

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-12 21:18:05 +00:00

5d8dd1dc62 Ensure all N components have data prior to calculating the index value

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-12 21:17:15 +00:00

b208228bab Display indicator behind the bars on the chart by default

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-12 21:15:46 +00:00

03a414a933 Make the indicator overlay the chart by default

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-12 16:35:30 +00:00

0507316830 Don't process bars outside of regular trading hours as the components aren't trading then

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-12 15:11:03 +00:00

c96dc4aa8c Calculate ADR on chart bars in order to resolve inaccuracies with daily bars

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-11 19:44:36 +00:00

515f444254 Add an indicator for viewing the performance of the top n components of the index

moshferatu pushed to main at moshferatu/options-backtesting 2024-03-10 12:26:16 +00:00

4532e2499f Utilize configurable entry and exit slippages provided by the client via the option spread strategies

moshferatu pushed to main at moshferatu/options-backtesting 2024-03-10 12:23:29 +00:00

50269972ae Add entry and exit slippage to option spread strategies so that they can ultimately be configured by the client

moshferatu pushed to main at moshferatu/ninjatrader 2024-03-10 11:52:45 +00:00

409d51b988 Add Average Daily Range (ADR) indicator

moshferatu pushed to main at moshferatu/options-automation 2024-03-09 13:45:10 +00:00

ebe3c700c9 Add live trading profit and difference between live trading and backtest profits to report

moshferatu pushed to main at moshferatu/options-automation 2024-03-08 19:59:39 +00:00

6f8aaa0c74 Remove options chain mid price debug logs

moshferatu pushed to main at moshferatu/options-backtesting 2024-03-07 20:59:07 +00:00

37c3ebe1fa Incorporate more realistic slippage into entries and exits

moshferatu pushed to main at moshferatu/options-automation 2024-03-06 14:32:38 +00:00

34cb5f3fe9 Convert trade report to markdown and include entry and exit slippage information

moshferatu pushed to main at moshferatu/options-backtesting 2024-03-05 13:15:48 +00:00

2ea84e8dcd Correctly update the closing price of each spread

moshferatu pushed to main at moshferatu/ibkr 2024-03-04 19:52:04 +00:00

388d352947 Resolve issue where option leg was not being passed into method to submit single leg option order