Options Strategy V1.3

6월 30일

📈 Options Strategy V1.3 — EMA Crossover + RSI + ATR + Opening Range
Overview:
This strategy is designed for short-term directional trades on large-cap stocks or ETFs, especially when trading options. It combines classic trend-following signals with momentum confirmation, volatility-based risk management, and session timing filters to help identify high-probability entries with predefined stop-loss and profit targets.

🔍 Strategy Components:
EMA Crossover (Fast/Slow)
Entry signals are triggered by the crossover of a short EMA above or below a long EMA — a traditional trend-following method to detect shifts in momentum.

RSI Filter
RSI confirms the signal by avoiding entries in overbought/oversold zones unless certain momentum conditions are met.

Long entry requires RSI ≥ Long Threshold

Short entry requires RSI ≤ Short Threshold

ATR-Based SL & TP

Stop-loss is set dynamically as a multiple of ATR below (long) or above (short) the entry price.

Take-profit is placed as a ratio (TP/SL) of the stop distance, ensuring consistent reward/risk structure.

Opening Range Filter (Optional)
If enabled, the strategy only triggers trades after price breaks out of the 09:30–09:45 EST range, ensuring participation in directional moves.

Session Filters

No trades from 04:00 to 09:30 and from 16:00 to 20:00 EST, avoiding low-liquidity periods.

All open trades are closed at 15:55 EST, to avoid overnight risk or expiration issues for options.

⚙️ Built-in Presets:
You can choose one of the built-in ticker-specific presets for optimal conditions:

Ticker EMAs RSI (Long/Short) ATR SL×ATR TP/SL
SPY 8/28 56 / 26 14 1.4× 4.0×
TSLA 23/27 56 / 33 13 1.4× 3.6×
AAPL 6/13 61 / 26 23 1.4× 2.1×
MSFT 25/32 54 / 26 14 1.2× 2.2×
META 25/32 53 / 26 17 1.8× 2.3×
AMZN 28/32 55 / 25 16 1.8× 2.3×

You can also choose "Custom" to fully configure all parameters to your own market and strategy preferences.

📌 Best Use Case:
This strategy is especially suited for intraday options trading, where timing and risk control are critical. It works best on liquid tickers with strong trends or clear breakout behavior.

7월 8일

릴리즈 노트

Overview:
This strategy is designed for short-term directional trades on large-cap stocks or ETFs, especially when trading options. It combines classic trend-following signals with momentum confirmation, volatility-based risk management, and session timing filters to help identify high-probability entries with predefined stop-loss and profit targets.

🔍 Strategy Components:
EMA Crossover (Fast/Slow)
Entry signals are triggered by the crossover of a short EMA above or below a long EMA — a traditional trend-following method to detect shifts in momentum.

RSI Filter
RSI confirms the signal by avoiding entries in overbought/oversold zones unless certain momentum conditions are met.

Long entry requires RSI ≥ Long Threshold

Short entry requires RSI ≤ Short Threshold

ATR-Based SL & TP

Stop-loss is set dynamically as a multiple of ATR below (long) or above (short) the entry price.

Take-profit is placed as a ratio (TP/SL) of the stop distance, ensuring consistent reward/risk structure.

Opening Range Filter (Optional)
If enabled, the strategy only triggers trades after price breaks out of the 09:30–09:45 EST range, ensuring participation in directional moves.

Session Filters

No trades from 04:00 to 09:30 and from 16:00 to 20:00 EST, avoiding low-liquidity periods.

All open trades are closed at 15:55 EST, to avoid overnight risk or expiration issues for options.

⚙️ Built-in Presets:
You can choose one of the built-in ticker-specific presets for optimal conditions:

Ticker EMAs RSI (Long/Short) ATR SL×ATR TP/SL
SPY 8/28 56 / 26 14 1.4× 4.0×
TSLA 23/27 56 / 33 13 1.4× 3.6×
AAPL 6/13 61 / 26 23 1.4× 2.1×
MSFT 25/32 54 / 26 14 1.2× 2.2×
META 25/32 53 / 26 17 1.8× 2.3×
AMZN 28/32 55 / 25 16 1.8× 2.3×

You can also choose "Custom" to fully configure all parameters to your own market and strategy preferences.

📌 Best Use Case:
This strategy is especially suited for intraday options trading, where timing and risk control are critical. It works best on liquid tickers with strong trends or clear breakout behavior.