Jim Dean Sage   Posts: 3022 Joined: 9/21/2006 Location: L'ville, GA  User Profile | Offhand, I see no reason why one couldn't write custom System routines intended for use with Delta neutral schemes. The Long signal could be an avatar for "use a straddle", and Short for "use a strangle" (or whatever). The trade plan would be designed to act accordingly. This is just a WAG light bulb idea. But it might work handily. Of course you'd need to write your own System ... none of the canned ones would do. | |
