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training of live trading options script #473199
06/20/18 23:48
06/20/18 23:48
Joined: May 2018
Posts: 134
S
SBGuy Offline OP
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SBGuy  Offline OP
Member
S

Joined: May 2018
Posts: 134
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.

Re: training of live trading options script [Re: SBGuy] #473209
06/21/18 12:19
06/21/18 12:19
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 27,977
Frankfurt
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.

Re: training of live trading options script [Re: jcl] #473217
06/21/18 18:43
06/21/18 18:43
Joined: May 2018
Posts: 134
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SBGuy Offline OP
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SBGuy  Offline OP
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S

Joined: May 2018
Posts: 134
Thanks. That confirms my thought.


Moderated by  Petra 

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