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Re: Zorro Trader GPT
[Re: fairtrader]
#487968
12/04/23 11:34
12/04/23 11:34
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Joined: Sep 2017
Posts: 119
TipmyPip
OP
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OP
Member
Joined: Sep 2017
Posts: 119
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Re: Zorro Trader GPT
[Re: TipmyPip]
#488017
12/28/23 14:22
12/28/23 14:22
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Joined: Sep 2017
Posts: 119
TipmyPip
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Joined: Sep 2017
Posts: 119
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A new phase of algorithmic targets that enable optimized structures to enable better decision-making in optimal time. Data Structure:
- Array of KeyValue objects
Operations:
- CreateDictionary(size)
- Insert(key, value)
- Lookup(key)
Function customHash(key, size):
return key % size
Function CreateDictionary(size):
dictionary = new KeyValue[size]
for i = 0 to size - 1:
dictionary[i].key = -1
return dictionary
Function Insert(dictionary, size, key, value):
index = customHash(key, size)
while dictionary[index].key != -1:
index = (index + 1) % size
dictionary[index].key = key
dictionary[index].value = value
Function Lookup(dictionary, size, key):
index = customHash(key, size)
while dictionary[index].key != key:
if dictionary[index].key == -1:
return -1
index = (index + 1) % size
return dictionary[index].value
___________________________________________
Data Structure:
- Array of ComplexElement objects
Operations:
- InitializeComplexDataStructure(size)
- ExecuteComplexOperation(key)
Function InitializeComplexDataStructure(size):
complexDataStructure = new ComplexElement[size]
// Initialize complexDataStructure as needed
return complexDataStructure
Function ExecuteComplexOperation(complexDataStructure, size, key):
// Perform a complex trading operation on complexDataStructure based on the key
// This operation has a complexity of O(n^(n*n-1)).
Main:
n = 10
dictionarySize = n * n * n * n
complexDataStructureSize = n * n * n * n // Adjust the size based on complexity requirements
dictionary = CreateDictionary(dictionarySize)
complexDataStructure = InitializeComplexDataStructure(complexDataStructureSize)
for i = 0 to n - 1:
for j = 0 to n - 1:
key = i * n + j
value = key * key
Insert(dictionary, dictionarySize, key, value)
searchKey = 7
result = Lookup(dictionary, dictionarySize, searchKey)
if result != -1:
Print "Value for key", searchKey, "in ComplexDictionary:", result
else:
Print "Key", searchKey, "not found in ComplexDictionary."
// Execute a complex trading operation on ComplexTradingOperation
complexKey = 5 // Adjust the key as needed
ExecuteComplexOperation(complexDataStructure, complexDataStructureSize, complexKey)
Last edited by TipmyPip; 12/28/23 14:30.
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Re: Zorro Trader GPT
[Re: scatters]
#488139
02/16/24 06:53
02/16/24 06:53
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Joined: Sep 2017
Posts: 119
TipmyPip
OP
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OP
Member
Joined: Sep 2017
Posts: 119
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It will, but you would need to debug, It will convert at least 80%
To achieve 100%, you will need to debug with the AI, if you are not familiar with the syntax of both languages.
Last edited by TipmyPip; 02/16/24 07:01.
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ZorroTraderGPT Update (2.6)
[Re: TipmyPip]
#488147
03/06/24 09:27
03/06/24 09:27
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Joined: Sep 2017
Posts: 119
TipmyPip
OP
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OP
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Joined: Sep 2017
Posts: 119
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Updated ZorroTraderGPT to version 2.6 And if you consider helping out, you can always help find the bugs, and improve on our ideas, Thank you. #include <contract.c>
// Define your global parameters such as target profit, days to expiration, and strike price offset
var TargetProfit = 500; // Example target profit
int DaysToExpiration = 30; // Target days until expiration
var StrikeOffset = 50; // Offset from the current price for strike selection
void run() {
// Setup basic parameters
BarPeriod = 1440; // Use daily bars
LookBack = 0; // No need for historical bars in options trading setup
StartDate = 2020;
EndDate = 2024; // Set your backtest period
assetList("AssetsIB");
asset("SPY"); // Example using SPY ETF as the underlying asset
// Ensure we're trading in American Options for SPY
AmericanOption = 1;
// Update the contract chain for the underlying asset
if(!contractUpdate(Asset, 0, CALL | PUT)) return;
// Trading logic executed once per day
if(is(EXITRUN)) return; // Skip logic at the end of the backtest
// Define your strangle strategy here
if(NumOpenLong + NumOpenShort == 0) { // Check if there's no open position
// Calculate target strike prices based on current price and offset
var CurrentPrice = priceClose(0);
var StrikeCall = CurrentPrice + StrikeOffset;
var StrikePut = CurrentPrice - StrikeOffset;
// Attempt to find and enter a Strangle combo
if(combo(
contractFind(CALL, DaysToExpiration, StrikeCall), 1, // Buy 1 Call
contractFind(PUT, DaysToExpiration, StrikePut), 1, // Buy 1 Put
0, 0)) {
// Enter the combo trade
enterLong(comboLeg(1)); // Enter long for the call option leg
enterLong(comboLeg(2)); // Enter long for the put option leg
}
}
// Monitor and manage open positions
for(open_trades) { // Loop through all open trades
if(TradeIsOption && TradeIsOpen && (comboProfit(TradePriceClose, 1) > TargetProfit || daysToExpiration() < 5)) {
exitTrade(ThisTrade); // Close the trade if target profit is reached or approaching expiration
}
}
}
// Placeholder function for days to expiration calculation - implement as needed
int daysToExpiration() {
// Custom logic to calculate and return days to expiration for the current combo
return 10; // Placeholder return value
}
// Placeholder function for calculating combo profit - implement based on actual requirements
var comboProfit(var CurrentClosePrice, int Leg) {
// Custom logic to calculate and return profit for the combo based on current prices
return 600; // Placeholder return value
}
Last edited by TipmyPip; 03/06/24 09:44.
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Re: Zorro Trader GPT
[Re: TipmyPip]
#488155
04/01/24 11:43
04/01/24 11:43
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Joined: Sep 2017
Posts: 119
TipmyPip
OP
Member
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OP
Member
Joined: Sep 2017
Posts: 119
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Asset Ownership: This strategy assumes you initially buy shares of SPY if you don't already own them. Option Sale: It sells a call option on SPY with a strike price determined by StrikeOffset above the current price and targets DaysToExpiration for expiration. Position Management: The script also checks for the option position to close it if the premium target is reached or the expiration is near. #include <contract.c>
// Global parameters for the covered call strategy
var PremiumTarget = 100; // Target premium income from selling the call
int DaysToExpiration = 45; // Target days until expiration for the call option
var StrikeOffset = 100; // Offset from the current price for strike selection
void run() {
// Setup basic parameters
BarPeriod = 1440; // Use daily bars
LookBack = 0; // No need for historical bars in this setup
StartDate = 2020;
EndDate = 2024; // Set your backtest period
assetList("AssetsIB");
asset("SPY"); // Example using SPY ETF as the underlying asset
// Ensure we're trading in American Options for SPY
AmericanOption = 1;
// Update the contract chain for the underlying asset
if(!contractUpdate(Asset, 0, CALL)) return;
// Trading logic executed once per day
if(is(EXITRUN)) return; // Skip logic at the end of the backtest
// Check if we already own SPY
if(!NumOpenLong) enterLong(1); // Enter long position if we don't own SPY
// Sell a call option if we haven't already
if(NumOpenShort == 0) {
var CurrentPrice = priceClose(0);
var StrikeCall = CurrentPrice + StrikeOffset;
// Finding the call option contract
CONTRACT* callContract = contractFind(CALL, DaysToExpiration, StrikeCall);
if(callContract) {
// Enter a short position by selling the call option
enterShort(1, callContract);
}
}
// Managing the open option position
for(open_trades) {
CONTRACT* c = ThisTrade->Contract;
if(TradeIsOption && TradeIsShort && (comboProfit(c->fAsk, 1) > PremiumTarget || daysToExpiration(c) < 5)) {
exitTrade(ThisTrade); // Close the call option if premium target is reached or approaching expiration
}
}
}
// A more refined function for calculating days to expiration based on contract data
int daysToExpiration(CONTRACT* c) {
if(!c) return 0;
return (c->Expiry - wdate()) / 86400; // Convert seconds to days
}
Last edited by TipmyPip; 04/01/24 21:17.
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Re: Zorro Trader GPT
[Re: TipmyPip]
#488156
04/01/24 11:53
04/01/24 11:53
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Joined: Sep 2017
Posts: 119
TipmyPip
OP
Member
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OP
Member
Joined: Sep 2017
Posts: 119
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Selling the Call Option: Use fuzzy logic to evaluate the market condition and the appropriateness of the option's strike price and days to expiration. Closing the Position: Apply fuzzy logic to decide on closing the option based on current profit and time to expiration. #include <contract.c>
var FuzzyRange = 0.1; // Adjust based on market volatility or strategy needs
var PremiumTarget = 100; // Example target premium from selling a call
var StrikeOffset = 50; // Offset from the current price for strike selection
int DaysToExpiration = 30; // Target days until expiration
// Initialize fuzzy logic settings - no changes needed here
void initFuzzyLogic() {
FuzzyRange = 0.1;
}
// Decision-making on whether to initiate an option combo trade
bool shouldSellCallOption(var currentPrice, var strikeOffset) {
// Selling a call option if the current price plus strikeOffset is fuzzy-above the current price
return fuzzy(aboveF(currentPrice + strikeOffset, currentPrice));
}
// Logic for closing position based on profit and days to expiration
bool shouldClosePosition(var tradeProfit, int daysToExpiration) {
var profitCondition = aboveF(tradeProfit, PremiumTarget);
var expirationCondition = belowF((var)daysToExpiration, 5.0); // Close if less than 5 days to expiration
return fuzzy(orF(profitCondition, expirationCondition));
}
void run() {
BarPeriod = 1440; // Use daily bars
LookBack = 0; // No need for historical bars in this strategy
StartDate = 2020;
EndDate = 2024;
assetList("AssetsIB");
asset("SPY");
AmericanOption = 1; // Trading American options
initFuzzyLogic();
if (!contractUpdate(Asset, 0, CALL)) return;
if (is(EXITRUN)) return;
// Decision to sell a call option
if (NumOpenShort == 0 && shouldSellCallOption(priceClose(0), StrikeOffset)) {
CONTRACT* CallContract = contractFind(CALL, DaysToExpiration, priceClose(0) + StrikeOffset);
if (CallContract) {
combo(CallContract, -1, 0, 0, 0, 0); // Prepare a combo to sell 1 call option
enterShort(comboLeg(1)); // Enter short position on the combo leg
}
}
// Loop through open trades to manage the position
for(open_trades) {
if (TradeIsOption && TradeIsShort && shouldClosePosition(TradeProfit, daysToExpiration())) {
exitTrade(ThisTrade); // Close the position based on fuzzy logic conditions
}
}
}
// You might need to implement or adjust the daysToExpiration function to suit your requirements
int daysToExpiration() {
// Implement logic to calculate days to expiration for the current option combo
return 10; // Placeholder return value
}
Last edited by TipmyPip; 04/01/24 21:20.
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Re: Zorro Trader GPT
[Re: TipmyPip]
#488157
04/01/24 11:59
04/01/24 11:59
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Joined: Sep 2017
Posts: 119
TipmyPip
OP
Member
|
OP
Member
Joined: Sep 2017
Posts: 119
|
Selling Call Options Based on Trend: Sell call options when the underlying asset shows a strong upward trend, as indicated by a high value from risingF, implying that the price rise is consistent and may continue. Closing Positions with Trend Reversals: Consider closing the call option positions when the asset's price starts showing a downward trend, as indicated by fallingF, suggesting a reversal or correction that might impact the strategy negatively. #include <contract.c>
vars PriceClose;
void run() {
BarPeriod = 1440; // Daily bars for trend analysis
LookBack = 30; // Looking back 30 bars for accurate trend detection
StartDate = 2020;
EndDate = 2024;
assetList("AssetsIB");
asset("SPY");
PriceClose = series(priceClose());
AmericanOption = 1; // Trading American Options
if (is(EXITRUN)) return; // Exit if at the end of the backtest
// Ensure the contract chain is updated for SPY
if (!contractUpdate(Asset, 0, CALL | PUT)) return;
// Entry Logic: Detect a rising trend to sell a call option
if (NumOpenLong + NumOpenShort == 0) { // Check if there's no open position
var trendStrength = risingF(PriceClose); // Assess the rising trend strength
if (trendStrength > 0.5) { // Threshold for a strong rising trend
// Define the strike price a bit above the current price for selling a call
var StrikeCall = priceClose(0) + 100; // Offset from the current price for the strike
int CallContract = contractFind(CALL, 45, StrikeCall); // Find a call option 45 days to expiration
if (CallContract >= 0) {
CONTRACT* c = contract(CallContract);
if (combo(c, -1, 0, 0, 0, 0, 0, 0) > 0) { // Prepare the combo for selling 1 call
enterShort(comboLeg(1)); // Enter short for the call option leg
}
}
}
}
// Exit Logic: Close the short call option position on a falling trend
for(open_trades) {
if (TradeIsOption && TradeIsShort) {
var reversalStrength = fallingF(PriceClose); // Assess the strength of the falling trend
if (reversalStrength > 0.5) { // Threshold indicating a strong downward trend
exitTrade(ThisTrade); // Close the call option position
}
}
}
}
Last edited by TipmyPip; 04/01/24 21:22.
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