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Adjust price for 1DTE and fix wrong days out value in auto-trader for SPY

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Joe Tretter
2024-09-17 15:09:50 -05:00
parent bd682f670f
commit 48f28be423
2 changed files with 2 additions and 2 deletions
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2
autoTradeSPX_IB_1DTE.sh
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@@ -74,7 +74,7 @@ priceOffset=0.00 # try to get a little better price
# 2) Round to the Coloses full number # 2) Round to the Coloses full number
# 3) Divide by 20 # 3) Divide by 20
priceOpen=$(echo "scale=2; exact=((${shortBidC}+${shortAskC})/2) + ((${shortBidP}+${shortAskP})/2) - ((${longBidC}+${longAskC})/2) - ((${longBidP}+${longAskP})/2) + ${priceOffset}; scale=0; round5=exact*20/1; scale=2; round5/20" | bc) priceOpen=$(echo "scale=2; exact=((${shortBidC}+${shortAskC})/2) + ((${shortBidP}+${shortAskP})/2) - ((${longBidC}+${longAskC})/2) - ((${longBidP}+${longAskP})/2) + ${priceOffset}; scale=0; round5=exact*20/1; scale=2; round5/20" | bc)
priceOpen=4.85 # All nice calculating a price, but I want those to be filled and reasonably, they will (hopefully) be filled at 485 priceOpen=4.80 # All nice calculating a price, but I want those to be filled and reasonably, they will (hopefully) be filled at 475
orderJson=$(jq -c <<-EOM orderJson=$(jq -c <<-EOM
{ {

2
autoTradeSPYLongCall.sh
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@@ -5,7 +5,7 @@ IFS=$'\0'
. helpers.sh . helpers.sh
daysOutMin=87 daysOutMin=87
daysOutMax=95 daysOutMax=91
deltaMin=0.35 deltaMin=0.35
deltaMax=0.40 deltaMax=0.40