SPX-0DTE-IronCondor.json

{
  "Name": "generate",
  "TemplateName": "[SPX-0DTE-IronCondor]",
  "Description": "",
  "Start": "2023-01-01T00:00:00",
  "End": "2023-12-31T00:00:00",
  "Cash": "10000.0000",
  "Symbol": "SPX",
  "Structure": {
    "Name": "Iron Condor",
    "Expirations": [
      {
        "Name": "0dte",
        "DTE": "0",
        "Min": "0",
        "Max": "0",
        "Roots": null
      }
    ],
    "Legs": [
      {
        "Name": "short_put",
        "Qty": "-1",
        "OptionType": "Put",
        "ExpirationName": "0dte",
        "StrikeSelector": {
          "Min": "4",
          "Max": "6",
          "BidPrice": null,
          "AskPrice": null,
          "MidPrice": null,
          "Delta": "5",
          "Gamma": null,
          "Theta": null,
          "Vega": null,
          "WVega": null,
          "Rho": null,
          "IV": null,
          "Statement": null,
          "Complex": null
        }
      },
      {
        "Name": "long_put",
        "Qty": "1",
        "OptionType": "Put",
        "ExpirationName": "0dte",
        "StrikeSelector": {
          "Min": null,
          "Max": null,
          "BidPrice": null,
          "AskPrice": null,
          "MidPrice": null,
          "Delta": null,
          "Gamma": null,
          "Theta": null,
          "Vega": null,
          "WVega": null,
          "Rho": null,
          "IV": null,
          "Statement": "leg_short_put_strike - 25",
          "Complex": null
        }
      },
      {
        "Name": "short_call",
        "Qty": "-1",
        "OptionType": "Call",
        "ExpirationName": "0dte",
        "StrikeSelector": {
          "Min": "4",
          "Max": "6",
          "BidPrice": null,
          "AskPrice": null,
          "MidPrice": null,
          "Delta": "5",
          "Gamma": null,
          "Theta": null,
          "Vega": null,
          "WVega": null,
          "Rho": null,
          "IV": null,
          "Statement": null,
          "Complex": null
        }
      },
      {
        "Name": "long_call",
        "Qty": "1",
        "OptionType": "Call",
        "ExpirationName": "0dte",
        "StrikeSelector": {
          "Min": null,
          "Max": null,
          "BidPrice": null,
          "AskPrice": null,
          "MidPrice": null,
          "Delta": null,
          "Gamma": null,
          "Theta": null,
          "Vega": null,
          "WVega": null,
          "Rho": null,
          "IV": null,
          "Statement": "leg_short_call_strike + 25",
          "Complex": null
        }
      }
    ]
  },
  "Entry": {
    "Schedule": {
      "AfterMarketOpenMinutes": "30",
      "BeforeMarketCloseMinutes": null,
      "Every": "mon,wed,fri"
    },
    "Conditions": [],
    "VarDefines": null,
    "AbortConditions": [],
    "ReentryDays": "1",
    "Concurrency": null,
    "QtyMultiplier": null
  },
  "Adjustment": null,
  "Exit": {
    "Schedule": {
      "AfterMarketOpenMinutes": "30",
      "BeforeMarketCloseMinutes": null,
      "Every": "5min"
    },
    "MaxDaysInTrade": null,
    "ProfitTarget": null,
    "StopLoss": "leg_short_put_price * 100 * 3",
    "Conditions": [],
    "VarDefines": null
  },
  "Indicators": null,
  "ExternalData": null,
  "SimSettings": {
    "FillModel": "AtMidPrice",
    "SlippageAmt": "0",
    "Commission": {
      "CommissionModel": "FixedFee",
      "OptionFee": "1.5",
      "DeribitCommissionSettings": null
    },
    "LegSelectionConstraint": "None",
    "Margin": {
      "Model": "None",
      "HouseMultiplier": null,
      "RegTMode": null,
      "PMConfig": null
    },
    "PositionMonitor": {
      "TraceCollectionInterval": "Hourly"
    }
  },
  "MesoSimVersion": null
}