-
Notifications
You must be signed in to change notification settings - Fork 1
/
SPX-ShortPut.json
93 lines (93 loc) · 1.97 KB
/
SPX-ShortPut.json
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
{
"Name": "generate",
"TemplateName": "[SPX-Short-Put]",
"Description": "",
"Start": "2023-01-01T00:00:00",
"End": "2023-12-31T00:00:00",
"Cash": "10000.0000",
"Symbol": "SPX",
"Structure": {
"Name": "Short Put",
"Expirations": [
{
"Name": "exp1",
"DTE": "45",
"Min": "35",
"Max": "55",
"Roots": null
}
],
"Legs": [
{
"Name": "short_put",
"Qty": "-1",
"OptionType": "Put",
"ExpirationName": "exp1",
"StrikeSelector": {
"Min": "5",
"Max": "15",
"BidPrice": null,
"AskPrice": null,
"MidPrice": null,
"Delta": "10",
"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": "30",
"ProfitTarget": null,
"StopLoss": null,
"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
}