John J Veteran   Posts: 272 Joined: 8/3/2010 Location: Leduc, AB  User Profile | Yes, we have several delta neutral tradeplans available in our arsenal. The question is how do we trigger such tradeplans in strategies? Ed mentioned above that "The important factor in such a Strategy is using Filters to make sure the stock is either likely to move or not likely to move (straddle vs strangle). The Signal in this case would only be intended to fire the trade, without regard to direction." A filter in OT (and ATM) is still limited to long or short conditions, though. Perhaps we need to add a neutral condition under the filter tab as well? [Edited by John J on 2/23/2018 1:03 PM]  Attached file : Capture.JPG (97KB - 936 downloads) |
