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SuperBull-Relaxed.json
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SuperBull-Relaxed.json
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{
"Name": "generate",
"TemplateName": "[SuperBull-Relaxed]",
"Description": "",
"Start": "2023-01-01T00:00:00",
"End": "2023-12-31T00:00:00",
"Cash": "10000.0000",
"Symbol": "SPX",
"Structure": {
"Name": "Bull Call Spread",
"Expirations": [
{
"Name": "exp1",
"DTE": "65",
"Min": "60",
"Max": "75",
"Roots": {
"Include": [
"SPX"
],
"Exclude": []
}
}
],
"Legs": [
{
"Name": "long",
"Qty": "2",
"OptionType": "Call",
"ExpirationName": "exp1",
"StrikeSelector": {
"Min": "48",
"Max": "50",
"BidPrice": null,
"AskPrice": null,
"MidPrice": null,
"Delta": "48",
"Gamma": null,
"Theta": null,
"Vega": null,
"WVega": null,
"Rho": null,
"IV": null,
"Statement": null,
"Complex": null
}
},
{
"Name": "short",
"Qty": "-2",
"OptionType": "Call",
"ExpirationName": "exp1",
"StrikeSelector": {
"Min": null,
"Max": null,
"BidPrice": null,
"AskPrice": null,
"MidPrice": "leg_long_price - 5",
"Delta": null,
"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": {
"entry_debit": "(leg_long_price * leg_long_qty + leg_short_price * leg_short_qty) * 100",
"max_profit": "((leg_short_strike - leg_long_strike) * leg_long_qty - (leg_long_price * leg_long_qty + leg_short_price * leg_short_qty)) * 100",
"reward_risk": "(((leg_short_strike - leg_long_strike) * 100 * leg_long_qty) - (((leg_long_price * leg_long_qty) + (leg_short_price * leg_short_qty)) * 100)) / (((leg_long_price * leg_long_qty) + (leg_short_price * leg_short_qty)) * 100)"
},
"AbortConditions": [
"leg_short_strike == leg_long_strike",
"(((leg_short_strike - leg_long_strike) * 100 * leg_long_qty ) - (((leg_long_price * leg_long_qty) + (leg_short_price * leg_short_qty)) * 100)) / (((leg_long_price * leg_long_qty) + (leg_short_price * leg_short_qty)) * 100) < 0.7"
],
"ReentryDays": "0",
"Concurrency": {
"MaxPositionsInFlight": "10",
"EntryShiftDays": "7"
},
"QtyMultiplier": null
},
"Adjustment": null,
"Exit": {
"Schedule": {
"AfterMarketOpenMinutes": null,
"BeforeMarketCloseMinutes": "30",
"Every": "day"
},
"MaxDaysInTrade": "60",
"ProfitTarget": "max_profit * 0.5",
"StopLoss": "max_profit * 2",
"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
}