news-straddle-strategy

# News Straddle & Event Trading Strategy ```python import pandas as pd, numpy as np class NewsStraddleStrategy: @staticmethod def pre_news_straddle(current_price: float, atr: float, spread_pips: float) -> dict: """Place pending orders both sides before high-impact news.""" buffer = atr * 0.5 return { "strategy": "pre_news_straddle", "buy_stop": round(current_price + buffer, 5), "sell_stop": round(current_price - buffer, 5), "buy_sl": round(current_price, 5), "sell_sl": round(current_price, 5), "buy_tp": round(current_price + buffer + atr * 2, 5), "sell_tp": round(current_price - buffer - atr * 2, 5), "timing": "Place 2-5 minutes before news release", "cancel_unfilled": "Remove unfilled order immediately after news hits", "WARNING": "Spread widens massively during news. Slippage is real. Use limit orders where possible.", "risk": "HIGH — only use with 0.5% risk max", } @staticmethod def spike_fade(spike_direction: str, spike_high: float, spike_low: float, atr: float) -> dict: """Fade the initial news spike after it overextends.""" if spike_direction == "up": entry = round(spike_high - atr * 0.3, 5) sl = round(spike_high + atr * 0.5, 5) tp = round(spike_high - atr * 1.5, 5) else: entry = round(spike_low + atr * 0.3, 5) sl = round(spike_low - atr * 0.5, 5) tp = round(spike_low + atr * 1.5, 5) return { "strategy": "spike_fade", "entry": entry, "sl": sl, "tp": tp, "direction": "SELL" if spike_direction == "up" else "BUY", "timing": "Wait 5-15 minutes after spike for momentum to exhaust", "confirmation": "Look for rejection candle (pin bar, engulfing) at spike extreme", "win_rate": "~55-60% historically — initial spikes retrace 50-70% of the move", } @staticmethod def news_momentum(data_surprise: float, direction: str, atr: float, entry_price: float) -> dict: """Ride the momentum when data significantly beats/misses expectations.""" if abs(data_surprise) < 0.5: return {"signal": "NO TRADE — data in line with expectations, no directional edge"} strength = "STRONG" if abs(data_surprise) > 2 else "MODERATE" return { "strategy": "news_momentum", "surprise_magnitude": round(data_surprise, 2), "direction": direction, "strength": strength, "entry": round(entry_price, 5), "sl": round(entry_price - atr * 1.5, 5) if direction == "BUY" else round(entry_price + atr * 1.5, 5), "tp": round(entry_price + atr * 3, 5) if direction == "BUY" else round(entry_price - atr * 3, 5), "hold": "30 min to 4 hours depending on follow-through", } ``` ---