This utility takes a CSV generated from the CML TradeMachine scanner results and generates recommended trade entry and exit dates for each one.
There isn't an easy way to generate this CSV right now, but if you scan by strategy you can then export the results by setting a breakpoint in datatables.js
where it has all the results and running some Javascript in the console to print the results.
The CSV should have this format: symbol,wins,losses,win_rate,avg_trade_return,total_return,backtest_length,next_earnings,prev_earnings_result,strategy
. The last column is the strategy name, which you'll need to fill in yourself, and the other columns are the raw data.
The strategy
column should be one of these values depending on the strategy you're exporting:
call_3d_preearnings
call_7d_preearnings
call_14d_preearnings
strangle_4d_preearnings
strangle_7d_preearnings
strangle_14d_preearnings
iron_condor_post_earnings
put_spread_post_earnings
long_straddle_post_earnings
long_call_post_earnings
long_put_post_earnings
If this sounds like a hassle, well, it is. But this utility saves me hours of work each week that I was spending picking the best strategy to use and verifying the correct earnings date.
> earnings-trade-scheduler --help
earnings-trade-scheduler 1.0.0
Daniel Imfeld <dimfeld>
Earnings Trade Scheduler
USAGE:
earnings-trade-scheduler [FLAGS] [OPTIONS] <input>
FLAGS:
--all One row per active strategy
--best One row per symbol, and highlight the best-performing strategy
-h, --help Prints help information
--post Include only post-earnings strategies (and default to --best if not otherwise specified)
--pre Include only pre-earnings strategies (and default to --all if not otherwise specified)
-V, --version Prints version information
OPTIONS:
--end <end_date> Process symbols with earnings before this date
-o, --output <output> Output file
--save-raw <save_raw> Save the raw data to a JSON file
--start <start_date> Process symbols with earnings after this date
-s, --strategy <strategies>... Strategies to include
ARGS:
<input> Input file
Past performance is not indicative of future results, and the results from this tool should not be used as the sole determinant of whether to make a trade. Perform due diligence and consider all aspects of a potential trade before you execute. See sections 7 through 9 of LICENSE for the full legal disclaimer.