feat: Latest backtest

namuan · Dec 19, 2024 · a24eb3f · a24eb3f
1 parent 44e10f2
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Showing 4 changed files with 35 additions and 2 deletions.
diff --git a/Options_Analysis.md b/Options_Analysis.md
@@ -41,7 +41,7 @@ cp data/spx_eod.db data/spx_eod_vol_filter.db
 ```shell
 for dte in {7..60}; do
     echo "Running for DTE: $dte"
-    ./options-straddle-profit-take-stop-loss-adjustment.py --db-path data/spx_eod.db --dte $dte --profit-take 30 --stop-loss 100 --max-open-trades 5 -v
+    ./options-straddle-profit-take-stop-loss-adjustment.py --db-path data/spx_eod.db --dte $dte --profit-take 10 --stop-loss 75 --max-open-trades 5 -v
 done
 ```
 

diff --git a/README.md b/README.md
@@ -15,6 +15,7 @@ Collection of scripts and utilities for stock market analysis, strategies etc
 * [short-straddle-1-max-position-close-at-expiry](https://namuan.github.io/trading-utils/short-straddles/short-straddle-1-max-position-close-at-expiry.html)
 * [short-straddle-5-max-position-30-profit-100-loss-close-at-expiry](https://namuan.github.io/trading-utils/short-straddles/short-straddle-5-max-position-30-profit-100-loss-close-at-expiry.html)
 * [short-straddle-low-vol-5-max-pos-30-pt-100-sl-close-at-expiry](https://namuan.github.io/trading-utils/short-straddles/short-straddle-low-vol-5-max-pos-30-pt-100-sl-close-at-expiry.html)
+* [short-straddle-5-max-pt-10-sl-75-with-adjustment](https://namuan.github.io/trading-utils/short-straddles/short-straddle-5-max-pt-10-sl-75-with-adjustment.html)
 
 ## Setup virtual environment
 

diff --git a/docs/short-straddles/short-straddle-5-max-pt-10-sl-75-with-adjustment.html b/docs/short-straddles/short-straddle-5-max-pt-10-sl-75-with-adjustment.html
diff --git a/options-straddle-profit-take-stop-loss-adjustment.py b/options-straddle-profit-take-stop-loss-adjustment.py
@@ -104,7 +104,6 @@ def update_open_trades(db, quote_date, profit_take, stop_loss):
                 trade_can_be_closed, closing_reason = can_close_trade_for_adjustment(
                     call_price, put_price
                 )
-                # pass
 
             if quote_date >= trade["ExpireDate"] or trade_can_be_closed:
                 db.update_trade_status(