StockFetcher Forums · Filter Exchange · Short Iron Condor / Short Iron Butterfly filter<< >>Post Follow-up
xarlor
58 posts
msg #145947
Ignore xarlor
modified
1/9/2019 1:42:16 PM

Been playing around with neutral filters and came up with this one. Don't know how it will pan out, but any suggestions or others' paper trading experiences are welcome!

Fetcher[
/* Short Iron Condor / Short Iron Butterfly
Look for expiration 30-60 days out
IV Rank > 50%
Short Iron Condor profit target: 50% of maximum profit
Short Iron Butterfly profit target: 25% of maximum profit */

market is not etf
optionable
close > 2.50
average volume(30) > 500000

Price touched center linear regression line(60)

add column LRS(60)
LRS(60) between 0.0009 and -0.0009

set{upper,high 60 day high}
set{lower,low 60 day low}
draw price line at upper on plot close
draw price line at lower on plot close
]



Edit: Changed price line drawings to straight lines

StockFetcher Forums · Filter Exchange · Short Iron Condor / Short Iron Butterfly filter<< >>Post Follow-up

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