Offset Sold Puts/Calls

looptrader/__main__.py

@@ -21,21 +21,63 @@
     vgshstrat = LongSharesStrategy(
         strategy_name="VGSH Core", underlying="VGSH", portfolio_allocation_percent=0.9
     )
+
     cspstrat = SingleByDeltaStrategy(
         strategy_name="Puts",
         put_or_call="PUT",
         target_delta=0.07,
         min_delta=0.03,
-        profit_target_percent=0.7,
+        profit_target_percent=(0.95, 0.04, 0.70),
+        max_loss_calc_percent=dict({1: 0.2, 2: 0.2}),
+    )
+
+    tsla_strat = SingleByDeltaStrategy(
+        strategy_name="TSLA Puts",
+        put_or_call="PUT",
+        underlying="TSLA",
+        target_delta=0.05,
+        min_delta=0.03,
+        minimum_dte=3,
+        maximum_dte=7,
+        portfolio_allocation_percent=0.05,
+        profit_target_percent=0.95,
+        max_loss_calc_percent=0.2,
+    )
+
+    amzn_strat = SingleByDeltaStrategy(
+        strategy_name="AMZN Puts",
+        put_or_call="PUT",
+        underlying="AMZN",
+        target_delta=0.05,
+        min_delta=0.03,
+        minimum_dte=3,
+        maximum_dte=7,
+        portfolio_allocation_percent=0.05,
+        profit_target_percent=0.95,
+        max_loss_calc_percent=0.2,
     )
+
     nakedcalls = SingleByDeltaStrategy(
         strategy_name="Calls",
         put_or_call="CALL",
         target_delta=0.03,
         min_delta=0.01,
         profit_target_percent=0.83,
+        portfolio_allocation_percent=1.5,
+        offset_sold_positions=True,
+    )
+
+    spreadstrat = SpreadsByDeltaStrategy(strategy_name="spreads", targetdelta=-0.07)
+
+    ira_puts = SingleByDeltaStrategy(
+        strategy_name="ira_Puts",
+        put_or_call="PUT",
+        target_delta=0.07,
+        min_delta=0.03,
+        profit_target_percent=(0.95, 0.04, 0.70),
+        offset_sold_positions=True,
+        portfolio_allocation_percent=2.0,
     )
-    spreadstrat = SpreadsByDeltaStrategy(strategy_name="spreads")
 
     # Create our brokers
     individualbroker = TdaBroker(id="individual")
@@ -51,6 +93,8 @@
     bot = Bot(
         brokerstrategy={
             spreadstrat: irabroker,
+            tsla_strat: individualbroker,
+            # amzn_strat: individualbroker,
             cspstrat: individualbroker,
             nakedcalls: individualbroker,
             vgshstrat: individualbroker,