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BTCUSD-ShortPut.json
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BTCUSD-ShortPut.json
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{
"Name": "generate",
"TemplateName": "[BTCUSD-Short-Put]",
"Description": "",
"Start": "2023-01-01T00:00:00",
"End": "2023-12-31T00:00:00",
"Cash": "1.0000",
"Symbol": "BTCUSD",
"Structure": {
"Name": "Short Put",
"Expirations": [
{
"Name": "exp1",
"DTE": "60",
"Min": null,
"Max": null,
"Roots": null
}
],
"Legs": [
{
"Name": "short_put",
"Qty": "-1",
"OptionType": "Put",
"ExpirationName": "exp1",
"StrikeSelector": {
"Min": "10",
"Max": "25",
"BidPrice": null,
"AskPrice": null,
"MidPrice": null,
"Delta": "15",
"Gamma": null,
"Theta": null,
"Vega": null,
"WVega": null,
"Rho": null,
"IV": null,
"Statement": null,
"Complex": null
}
}
]
},
"Entry": {
"Schedule": {
"AfterMarketOpenMinutes": null,
"BeforeMarketCloseMinutes": "30",
"Every": "day"
},
"Conditions": [],
"VarDefines": {},
"AbortConditions": [],
"ReentryDays": "1",
"Concurrency": null,
"QtyMultiplier": null
},
"Adjustment": null,
"Exit": {
"Schedule": {
"AfterMarketOpenMinutes": null,
"BeforeMarketCloseMinutes": "30",
"Every": "day"
},
"MaxDaysInTrade": "53",
"ProfitTarget": null,
"StopLoss": "leg_short_put_price * leg_short_put_qty * 0.5",
"Conditions": [
"pos_delta < 10 or pos_delta > 25"
],
"VarDefines": null
},
"Indicators": null,
"ExternalData": null,
"SimSettings": {
"FillModel": "AtMidPrice",
"SlippageAmt": "0",
"Commission": {
"CommissionModel": "Deribit",
"OptionFee": null,
"DeribitCommissionSettings": {
"MakerFeePctPerContract": 0.03,
"TakerFeePctPerContract": 0.03,
"MaxFeePctPerContract": 12.5,
"DeliveryFeePctPerContract": 0.015,
"WaiveBuySellComboOneSide": true,
"WaiveDailyOptionsDeliveryFees": true
}
},
"LegSelectionConstraint": "FullyUnique",
"Margin": null,
"PositionMonitor": {
"TraceCollectionInterval": "Off"
}
},
"MesoSimVersion": null
}