INNER CODE UNIT · Python

on_bar_update

ldt9/PyOptionTrader · models/futures/short_strangle.py:564

    def on_bar_update(self, bars: BarDataList, has_new_bar: bool):
        self.bar_count += 1
        if self.bar_count == 5:
            self.bar_count = 0
            try:
                print(f"{self.get_timestamp()} New Bar Received...")
                # Convert the BarDataList to a Pandas DataFrame
                self.df = util.df(self.data)
                # Check if we are in a trade and no open orders
                if not self.in_trade and not self.order_placed:
                    # Trade a strangle
                    self.trade_strangle(call_delta=0.16, put_delta=-0.16, order_type='short', order_style='bracket',
                                        take_profit_factor=0.50, stop_loss_factor=3.00, use_vix_position_sizing=False,
                                        quantity=1, days=45)
                else:
                    # Manage the strangle
                    self.manage_strangle()
            except Exception as e:

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