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Options Analysis Toolkit

Import Data

Extract all contents from compressed files into a designated folder. The following script can read nested folders, allowing them to be accessed without being placed at the root level.

./optionsdx-data-importer.py --input $(pwd)/data/spy_eod --output data/spy_eod.db -v

Strategies

Vol check, Profit Take 15%, Stop Loss 100% of Credit

for dte in {7..60}; do
    echo "Running for DTE: $dte"
    ./options-straddle-low-vol-trades.py --db-path data/spx_eod.db --dte $dte --profit-take 15 --stop-loss 100 --max-open-trades 5 -v
done
./options-straddle-low-vol-trades.py --db-path data/spx_eod.db --dte 60 --profit-take 10 --stop-loss 100 --max-open-trades 5 -v
cp data/spx_eod.db data/spx_eod_vol_filter.db
./options-straddle-simple-report.py --database data/spx_eod_vol_filter.db --weeks 4 --dte 60
./options-straddle-simple-equity-graph.py --db-path data/spx_eod_vol_filter.db

What if we keep all trades with given profit take and stop loss

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 10 --stop-loss 75 --max-open-trades 5 -v
done
./options-straddle-profit-take-stop-loss-adjustment.py --db-path data/spx_eod.db --dte 60 --profit-take 10 --stop-loss 75 --max-open-trades 5 -v
./options-straddle-profit-take-stop-loss-adjustment.py --db-path data/spx_eod.db --dte 60 --profit-take 10 --stop-loss 75 --max-open-trades 5 --trade-delay 5 -v
cp data/spx_eod.db data/spx_eod_profit_loss_adjustment.db
./options-straddle-simple-report.py --database data/spx_eod_profit_loss_adjustment.db --weeks 4 --dte 60
./options-straddle-simple-equity-graph.py --db-path data/spx_eod_profit_loss_adjustment.db

What if we keep all trades all the time

for dte in {7..60}; do
    echo "Running for DTE: $dte"
    ./options-straddle-simple.py --db-path data/spx_eod.db --dte $dte
done
./options-straddle-simple.py --db-path data/spx_eod.db --dte 60 --max-open-trades 99 -v
cp data/spx_eod.db data/spx_eod_simple.db
./options-straddle-simple-report.py --database data/spx_eod_simple.db --weeks 4 --dte 60
./options-straddle-simple-equity-graph.py --db-path data/spx_eod_simple.db