Posted By: TimExcellent
Altering Workshop script for shorter time frame - 12/09/21 18:42
Hi,
I'm trying to alter presumably quite an old script that is also in the Blackbook for options trading and also trying to figure out how to change this simple script to trade a much shorter time frame using some 1 minute options data I have. How should the identifier/pointer for the SPX history be formatted in this case and error in the script? My simple thinking was that Zorro should be able to see "*.t8" files and then the Asset pointer being SPX it should see the files (hopefully should also see the screenshot attached):
I'm trying to alter presumably quite an old script that is also in the Blackbook for options trading and also trying to figure out how to change this simple script to trade a much shorter time frame using some 1 minute options data I have. How should the identifier/pointer for the SPX history be formatted in this case and error in the script? My simple thinking was that Zorro should be able to see "*.t8" files and then the Asset pointer being SPX it should see the files (hopefully should also see the screenshot attached):
Code
// Workshop 8: Simple Option system //////////////////////////////////////////
#include <contract.c>
#define PREMIUM 3.00
void run()
{
StartDate = 20210104;
EndDate = 20210110;
BarPeriod = 1;
set(PLOTNOW,LOGFILE);
History = "*.t8"; // options data for price history
assetList("AssetsTS");
asset("SPX");
Multiplier = 100;
// load today's contract chain
if(!contractUpdate(Asset,0,CALL|PUT)) return;
// Enter new positions
if(!NumOpenShort && !is(LOOKBACK)) {
if(combo(
contractFind(CALL,2,PREMIUM,2),1,
contractFind(PUT,2,PREMIUM,2),1,
0,0,0,0))
{
MarginCost = comboMargin(-1,3);
enterShort(comboLeg(1));
enterShort(comboLeg(2));
}
}
}