moshferatu

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• Joined on 2023-09-01

Repositories

42

Projects Packages Public Activity Starred Repositories

moshferatu pushed to main at moshferatu/ibkr 2024-02-17 17:19:55 +00:00

e722eacd7a Add support for limit orders when submitting a combo option order

moshferatu pushed to main at moshferatu/options-automation 2024-02-17 13:56:46 +00:00

cfdfb1421f Retrieve strategy name from trade results table

moshferatu pushed to main at moshferatu/options-backtesting 2024-02-16 15:44:25 +00:00

311a0595f8 Remove logging basic configuration as 1) the log level defaults to warnings already and 2) this was causing issues downstream when importing backtesting logic in other packages as subsequent calls to set the basic configuration are ignored

moshferatu pushed to main at moshferatu/ninjatrader 2024-02-16 13:39:08 +00:00

c545af0aad Resolve off-by-one error when drawing the opening range start, disable labels by default, and make labels appear centered by default if shown

moshferatu pushed to main at moshferatu/ninjatrader 2024-02-16 13:14:20 +00:00

01b9601ab9 Don't suspend indicator while NinjaTrader is inactive

moshferatu pushed to main at moshferatu/docker-compose 2024-02-16 13:11:41 +00:00

8b6342e290 Add credit and delta target environment variables

moshferatu pushed to main at moshferatu/backtest-automation 2024-02-15 16:37:23 +00:00

fb1d1f2725 Support automating the backtests of multiple credit and delta targeted strategies

moshferatu pushed to main at moshferatu/options-backtesting 2024-02-15 16:18:19 +00:00

d51bec8a46 Add helper methods to construct iron condor strategy name strings for ensuring consistency between backtest and trades tables

moshferatu pushed to main at moshferatu/backtest-automation 2024-02-15 14:27:18 +00:00

6e6b697c3c Update backtest scheduling based on changes made in options backtesting

moshferatu pushed to main at moshferatu/options-backtesting 2024-02-15 14:09:54 +00:00

8379184b62 Remove unused import

moshferatu pushed to main at moshferatu/options-backtesting 2024-02-15 14:03:55 +00:00

4e250ef57f Ensure that provided dates are set to midnight in order to include all the data for the requested dates

moshferatu pushed to main at moshferatu/options-automation 2024-02-14 20:35:42 +00:00

aedbedc40f Another trivial formatting change

moshferatu pushed to main at moshferatu/options-automation 2024-02-14 20:34:39 +00:00

a72d8aa0ab Trivial formatting change

moshferatu pushed to main at moshferatu/ninjatrader 2024-02-14 16:54:28 +00:00

b8eef89b8b Add indicator that allows for coloring up / down candle bodies and wicks independently

moshferatu pushed to main at moshferatu/options-automation 2024-02-14 16:29:42 +00:00

c05bed04b9 Pass the entry time to the iron condor trade processes

moshferatu renamed repository from option-automation to moshferatu/options-automation 2024-02-14 13:21:20 +00:00

moshferatu pushed to main at moshferatu/options-automation 2024-02-14 13:20:19 +00:00

786364a8af Filter trading days according to the current volatility regime

moshferatu pushed to main at moshferatu/options-backtesting 2024-02-13 22:28:33 +00:00

788f238530 Query filters using datetime set to midnight regardless of what the caller provides as this is what is expected of the data

moshferatu pushed to main at moshferatu/options-automation 2024-02-13 20:19:35 +00:00

9b6405dc30 Add example of options chain usage

moshferatu pushed to main at moshferatu/options-automation 2024-02-13 18:51:46 +00:00

97c5bd982f Trivial change to utilize existing expiration variable when retrieving the options chain