50 lines
1.4 KiB
Markdown
50 lines
1.4 KiB
Markdown
# Strategy Spec Template
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# Fill one copy per strategy: _config/strategy-spec-<name>.md
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# The frozen spec (stage 00 output) is the single source of truth for the engine.
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# Name
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name: <short-slug>
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# Underlying & structure
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underlying: <SPY>
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structure: <single_leg | credit_spread | debit_spread>
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# For spreads, list legs explicitly:
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legs:
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- role: short
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type: put
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selection: <e.g., ~30-delta proxy: strike nearest 0.5% OTM of spot>
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- role: long
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type: put
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selection: <e.g., $5 wide below short strike>
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expiration: <e.g., same-day (0DTE) — nearest daily expiry>
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# Session
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session: <RTH (default) | extended>
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entry_window: <e.g., 09:45–11:00 ET>
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hard_exit: <e.g., 15:45 ET>
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# Entry rules (plain English, bar-level. NO look-ahead allowed.)
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entry:
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- <rule 1 — e.g., price pulls back to rising VWAP>
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- <rule 2 — optional confirmation>
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all_required: true # every rule must hold on the entry bar
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# Exit rules
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exits:
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stop: <underlying level or premium % — define precisely>
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targets:
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- t1: <profit % of credit or premium>
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scale_out: <fraction, e.g., 50%>
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- t2: <...>
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scale_out: <...>
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breakeven_after_t1: false
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time_exit: 15:45 ET
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# Sizing & costs
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sizing:
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mode: fixed_contract # v1 default: 1 contract
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contracts: 1
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costs:
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slippage: mid_half_spread # conservative default; see risk-params.md
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commissions: 0 # set if the operator wants them modeled
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