Strategy Config

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Risk Management

Take Profit % ?Stop Loss Mult ?Spread Width ($) ?

Directional Filters

EMA Fast Period ?EMA Slow Period ?RSI Period ?RSI Regime Min ?RSI Hard Floor ?Volume Multiplier ?

Volatility and Risk

IV Percentile Max ?IV Rank Max ?Put Skew Max ?ATR Period ?ATR Cushion Mult ?

Liquidity Filters

Max Bid/Ask Spread ?Min Open Interest ?Min Option Volume ?Min Underlying Volume ?

Delta Defense

Short Delta Min ?Short Delta Max ?Long Delta Min ?Long Delta Max ?Post-shock Short Delta Max ?Delta Roll Trigger ?Min DTE ?Max DTE ?Min Gamma DTE ?

Premium and P/L

Min Credit as Width Fraction ?Max Risk as Equity Fraction ?Min Return on Risk ?Min Probability of Profit ?Breakeven ATR Mult ?

Crash Protection

VIX Max ?A/D Ratio Min ?

Advanced Alpha

Put/Call Ratio Max ?Earnings Lookahead Days ?Enable Dealer Gamma Filter ?Enable Dark Pool Filter ?Enable Put/Call Filter ?Enable Earnings Filter ?Enable News Filter ?

Hedging and Circuit Breakers

Enable VIX Circuit Breaker ?VIX Circuit Breaker Mult ?Enable Assignment Guard ?Assignment Guard DTE ?Enable Tail Hedge ?Tail Hedge Symbol ?Tail Hedge Delta Max ?Tail Hedge Min DTE ?Tail Hedge Max DTE ?Tail Hedge Roll DTE ?Tail Hedge Max VIX ?Tail Hedge Take Profit Mult ?Tail Hedge Budget (Equity Frac) ?Tail Hedge Max Contracts ?