Entry Wait After Open
Setting key
entry_wait_after_open_minutes
Default
30
What it does
Blackout window after market open (9:30 AM ET) during which no new entries fire. The first 30 minutes have wide bid-ask spreads, unreliable opening prints, and elevated gamma. Waiting lets the market settle before entering new positions.
When to change it
Lower to 15 if you observe good liquidity in the first 30 minutes for your specific underlyings. Raise to 60 to wait for the full open-hour volatility to settle.
Safe range
15 (accept some open noise) to 60 (conservative).
Example
Market opens 9:30 AM. With entry_wait_after_open_minutes=30, no new entries fire until 10:00 AM. The 9:33 AM cycle runs management only.