training of live trading options script

Posted By: SBGuy

training of live trading options script - 06/20/18 23:48

I have an optimize variable in an options trading script.

Historical options data are contained in .t8 files and not downloaded from a data/broker server in real-time.

So, how do I train a live system to reoptimize a variable? Should I append the .t8 file as at every bar during live trading with contractUpdate() data, therefore creating a growing options history file for future backtesting AND retraining?

Thanks.
Posted By: jcl

Re: training of live trading options script - 06/21/18 12:19

For retraining an options system you must either get an update to the .t8 file - iVolatility offers updates for a fee - or you run a script in parallel that records the options chains and appends them to the .t8 file.
Posted By: SBGuy

Re: training of live trading options script - 06/21/18 18:43

Thanks. That confirms my thought.
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