Algorithmic Options Trading

Alpha Engine — Strategy Toggles

Changes apply within the executor's next poll cycle — ≤5s for S&D, ≤5min for v1

Alpha Engine v1

Live executor paused until 2026-09-01 — Live column has no effect yet
StrategySpecExecutorLivePaper
TTM Squeezettm_squeeze15 DTE · Δ0.40 · exit D5● executor_v1 — trading (live paused until Sep 1)
Gap Fadegap_fade14 DTE · Δ0.40 · exit D10● executor_v1 — trading (live paused until Sep 1)
ORB Fadeorb_fade7 DTE · Δ0.40 · intraday, EOD exit● executor_v1 — trading (live paused until Sep 1)
Pocket Pivotpocket_pivot15 DTE · Δ0.50 · RVOL ≥ 2.0● executor_v1 — trading (live paused until Sep 1)
Fair Value Gapfvg7 DTE · Δ0.40 · exit D1 close● fvg_intraday_monitor.py
Order Blockorder_block_validated3 DTE · Δ0.30 · hold to 3R● detection only — no trigger monitor yet
Flowflowconfirmation only — no own trades● confirmation input only

Supply & Demand

Paper runs 24/7 via sd_zone_monitor.py regardless of paper toggles here. Live executed by sd_executor_live.py (alpha-sd-live.service). PF figures include 20pp trailing stop. All live configs default OFF.
MAX 3 live positions  ·  $500 max per trade  ·  live account
ConfigBacktest specExecutorLivePaper
Daily Depthsd_daily_depth1D · pen50 · DTE3 · Δ0.30 · stop -75% · PF 4.54× (trail)● sd_executor_live.py · live OFF by default
Daily Structuresd_daily_structure1D · bos_confirm · DTE3 · Δ0.30 · stop -75% · PF 27.3× (trail)● sd_executor_live.py · live OFF by default
4H Depthsd_4h_depth4H · pen50 · DTE1 · Δ0.30 · stop -75% · PF 5.98× (trail)● sd_executor_live.py · live OFF by default
4H Structuresd_4h_structure4H · bos_confirm · DTE1 · Δ0.30 · stop -30% · PF 16.8× (trail)● sd_executor_live.py · live OFF by default
1H Depthsd_1h_depth1H · pen50 · DTE1 · Δ0.30 · stop -30% · PF 6.96× (trail)● sd_executor_live.py · live OFF by default