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The following is my short straddle setup for my short straddle strategy how do I convert it into code?
If Implied volatility is lower than 50:
SELL 1 share when Nth candle(Close,5min,2) higher than 0.0 at 5min candle interval using candlestick chart. Enter trade between 09:00 to 23:59 and BUY 1 share when Nth candle(Close,5min,72) higher than 0.0 or at stop loss % of 25 or target profit % of 45 at 5min candle interval using candlestick chart.
If Implied volatility is higher than 50:
BUY 1 share when Nth candle(Close,5min,2) higher than 0.0 at 5min candle interval using candlestick chart. Enter trade between 09:00 to 23:59 and SELL 1 share when Nth candle(Close,5min,72) higher than 0.0 or at stop loss % of 25 or target profit % of 45 at 5min candle interval using candlestick chart.
Mak K
Hi Anish,
Don't have much time right now but maybe try reading this post;
https://www.quantconnect.com/forum/discussion/5667/security-implied-volatility-calculation/p1
It shows you how to access implied volatility.
Some other questions;
How good is your knowledge of coding/python?
  If you don't know much do you want me to send you appropriate learning materials?
I will get back to you in more detail (attached backtest) once I have more time,
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Thanks!
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Anish Adamane
Hey Mak, I have figured out short straddle and right now I am stuck on a condition which needs to be added
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If Implied Volatility > 50
Sell SPY Call
Sell SPY Put
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Else If:
Buy SPY Call
Buy SPY Put
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Anish Adamane
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