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Firetron’s Quarterly Spread Hedger

3 904 Views 1 Comment 3 years ago

Hedge Quarterly

Firetron
Hedges two quarterly markets of the same pair, profiting on their spread.

Custom Command Dependencies:
Firetron’s ReportMaxRiskPoint
Firetron’s ReportOpenPositions
Firetron’s TrueOnInterval
- This topic was modified 3 years, 1 month ago by Firetron. Reason: Added dependency hyperlinks
- This topic was modified 3 years, 1 month ago by Firetron. Reason: Changed InputMarket to InputAccountMarket
- This topic was modified 3 years, 1 month ago by Firetron. Reason: Changed market inputs to be self-documenting
- This topic was modified 3 years, 1 month ago by Firetron. Reason: Changed market inputs to be self-documenting
- This topic was modified 2 years, 9 months ago by Firetron. Reason: Removed tip addresses
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Related Scripts From This Author

- August 14, 2020 at 2:57 AM #1186
  
  Firetron
  Basic
  
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  0
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  Won’t be able to give it a good test until there is 2 full quarters worth of history on an exchange for 2 different quarterly contracts on the same pair.
  
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