John J Veteran   Posts: 272 Joined: 8/3/2010 Location: Leduc, AB  User Profile | Hi Mel, You seem to be referring to manual trade management? That's not what I'm getting at. In ATM we need to be able to AUTOMATE the trade selection process, including the various trades that can be made with option spreads. However, OT is limited to long or short signals only, and neither one is applicable to straddles and strangles obviously. In order to circumvent this problem, Ed is suggesting the use of filters to produce 'neutral' signals (True/False as opposed to Long/Short). I hope N will further elaborate on this, though... [Edited by John J on 2/24/2018 6:11 AM] | |
