Optionally maintain a high water mark w/ CCs #341
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
When rolling covered calls, we may want to avoid rolling strikes down. Instead, we might want to maintain the high water mark for our CCs to prevent missing out on a rebound. This can be configured globally with `roll_when.calls.maintain_high_water_mark` or per-symbol with `symbols.<symbol>.calls.maintain_high_water_mark`.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
When rolling covered calls, we may want to avoid rolling strikes down. Instead, we might want to maintain the high water mark for our CCs to prevent missing out on a rebound.
This can be configured globally with
roll_when.calls.maintain_high_water_markor per-symbol withsymbols.<symbol>.calls.maintain_high_water_mark.