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Flexibility changes in generic Long call trader

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This commit is contained in:
Joe Tretter
2025-04-21 09:31:31 -05:00
parent 390b60b8d8
commit 548591c6e6
3 changed files with 34 additions and 18 deletions
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26
autoTradeGenericLongCall.sh
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@@ -4,15 +4,21 @@ IFS=$'\0'
. helpers.sh . helpers.sh
msg=$(echo "Called with parameters: _$@_")
log "$msg" info
Symbol="$1" Symbol="$1"
if [[ -z ${Symbol} ]]; then if [[ -z ${Symbol} ]]; then
throw "A Stock symbol must be given as first parameter. exiting." err 2 throw "A Stock symbol must be given as first parameter. exiting." err 2
fi fi
shift
AccountName="$2" AccountName="$1"
if [[ -z ${AccountName} ]]; then if [[ -z ${AccountName} ]]; then
throw "An Account name must be given as first parameter. exiting." err 2 throw "An Account name must be given as first parameter. exiting." err 2
fi fi
shift
if [[ -z $(./getAccountNumbers.sh "${AccountName}") ]]; then if [[ -z $(./getAccountNumbers.sh "${AccountName}") ]]; then
throw "An the account with name _${AccountName}_ doesn't exist. exiting." err 2 throw "An the account with name _${AccountName}_ doesn't exist. exiting." err 2
@@ -23,16 +29,23 @@ if [[ ${marketOpen} == false ]]; then
throw "The market is closed, exiting." info 2 throw "The market is closed, exiting." info 2
fi fi
#Trade variables - overwrite with -VAR_<variable name>=<value>
daysOutMin=87 daysOutMin=87
daysOutMax=91 daysOutMax=91
deltaMin=0.35 deltaMin=0.35
deltaMax=0.40 deltaMax=0.40
priceOffset=0.0
checkPositionExists=true
marketOpen=$([[ $(./getMarketHours.sh | jq '.option[].isOpen' | grep true | wc -l) -ne 0 ]] && echo true || echo false) #Allow to overwrite any variable by a commandline parameter with the name of the variable:
if [[ ${marketOpen} == false ]]; then while [[ $# -gt 0 ]]
throw "The market is closed, exiting." info 2 do
if [[ ${1:0:5} == "-VAR_" ]]; then
log "Setting Variable: ${1:5}" info
eval ${1:5}
fi fi
shift
done
inputFile=temp/orderInputFile.$$.json inputFile=temp/orderInputFile.$$.json
./getOptionChain.sh ''${Symbol}'' fromDate $(date "+%Y-%m-%d" -d "+${daysOutMin} days") toDate $(date "+%Y-%m-%d" -d "+${daysOutMax} days") > "${inputFile}" ./getOptionChain.sh ''${Symbol}'' fromDate $(date "+%Y-%m-%d" -d "+${daysOutMin} days") toDate $(date "+%Y-%m-%d" -d "+${daysOutMax} days") > "${inputFile}"
@@ -65,6 +78,7 @@ longAsk=$(jq -r '.ask' < temp/longLeg.json)
longSymbol=$(jq -r '.symbol' < temp/longLeg.json) longSymbol=$(jq -r '.symbol' < temp/longLeg.json)
log "Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask: _${longAsk}_" info log "Long Symbol: _${longSymbol}_ Strike: _${longStrike}_ Bid: _${longBid}_ Ask: _${longAsk}_" info
if [[ "${checkPositionExists}" = true ]]; then
#Check if this order has already been submitted. #Check if this order has already been submitted.
./getOrders.sh | grep '\(WORKING\|FILLED\),'"${longSymbol:0:12}" > temp/existingOrders.$$ ./getOrders.sh | grep '\(WORKING\|FILLED\),'"${longSymbol:0:12}" > temp/existingOrders.$$
if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
@@ -72,8 +86,8 @@ if [[ $(wc -l < temp/existingOrders.$$) -eq 0 ]];then
else else
throw "Already traded, exiting" info throw "Already traded, exiting" info
fi fi
fi
priceOffset=0.0
# Get the Middle price... # Get the Middle price...
price=$(echo "scale=2; ((${longBid}+${longAsk})/2) + ${priceOffset}" | bc) price=$(echo "scale=2; ((${longBid}+${longAsk})/2) + ${priceOffset}" | bc)

9
crontabExport.txt
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@@ -27,7 +27,7 @@ noconfirm=true
# m h dom mon dow command # m h dom mon dow command
# Export crontab to have it in version control too # Export crontab to have it in version control too
30 9 * * 1-5 crontab -l > ~/OptionRecorderSchwab/crontabExport.txt 29 8 * * 1-5 crontab -l > ~/OptionRecorderSchwab/crontabExport.txt
# Recording # Recording
*/15 8-15 * * 1-5 cd ~/OptionRecorderSchwab && ./recordAllSymbolsSingleRun.sh */15 8-15 * * 1-5 cd ~/OptionRecorderSchwab && ./recordAllSymbolsSingleRun.sh
@@ -35,12 +35,13 @@ noconfirm=true
##Auto-trading ##Auto-trading
# Weekly put credit spreads # Weekly put credit spreads
35 10 * * 4 cd ~/OptionRecorderSchwab && ./autoTradeSPXPutCreditSpread.sh # Paused, too many outstanding contracts 35 10 * * 4 cd ~/OptionRecorderSchwab && ./autoTradeSPXPutCreditSpread.sh
# Weekly long SPY position # Weekly long SPY position
37 10 * * 4 cd ~/OptionRecorderSchwab && ./autoTradeGenericLongCall.sh SPY Roth -VAR_checkPositionExists=flase -VAR_daysOutMax=120 #Paused, market downturn might take long... 37 10 * * 4 cd ~/OptionRecorderSchwab && ./autoTradeGenericLongCall.sh SPY Roth -VAR_checkPositionExists=flase -VAR_daysOutMax=120
# 90 day out trades as soon as those options pop up # 90 day out trades as soon as those options pop up
36 10 * * 1-5 cd ~/OptionRecorderSchwab && ./autoTradeGenericLongCall.sh QQQ IRA 36 10 * * 1-5 cd ~/OptionRecorderSchwab && ./autoTradeGenericLongCall.sh QQQ IRA
38 10 * * 1-5 cd ~/OptionRecorderSchwab && ./autoTradeGenericLongCall.sh DIA IRA 37 10 * * 1-5 cd ~/OptionRecorderSchwab && ./autoTradeGenericLongCall.sh SPY Roth
38 10 * * 1-5 cd ~/OptionRecorderSchwab && ./autoTradeGenericLongCall.sh DIA IRA -VAR_daysOutMin=85
#1DTE SPX trading every day right after the market closes. #1DTE SPX trading every day right after the market closes.
#59 14 * * 1-5 cd ~/OptionRecorderSchwab && ./autoTradeSPX_IB_1DTE.sh #59 14 * * 1-5 cd ~/OptionRecorderSchwab && ./autoTradeSPX_IB_1DTE.sh

1
getMarketHours.sh
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@@ -26,6 +26,7 @@ fi
cacheFileName=temp/marketHours.`date +%Y%m%d`.${markets//&markets=/_}.tmp cacheFileName=temp/marketHours.`date +%Y%m%d`.${markets//&markets=/_}.tmp
if [[ -f ${cacheFileName} ]]; then if [[ -f ${cacheFileName} ]]; then
log "Answering from cache file _${cacheFileName}_ query string: _${queryString}_" debug
jq < ${cacheFileName} jq < ${cacheFileName}
exit 0 exit 0
fi fi