OmniTrader Forum OmniTrader Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
John J

Veteran
1001002525
Posts: 272

Joined: 8/3/2010
Location: Leduc, AB

User Profile
 
Subject : RE: Options in ATM
Posted : 2/25/2018 6:18 AM
Post #44134 - In reply to #44119

There's more aspects to this than meets the eye;

As all of us know, a strategy can contain only ONE tradeplan block. This is obviously fine for stocks and directional option spreads.

For non-directional option spreads though, the market state and expected volatility of the underlying stock price should obviously govern which tradeplan to use. However, there's currently no way of AUTOMATING the search process across various types of option spreads in OT (i.e. the type of option spread used in the tradeplan has to be pre-selected and therefore hardwired). Even the creation of several option strategies, all with different tradeplans won't solve this problem.

What N choose to do with this, I dunno. At least the seed has been planted... :D

[Edited by John J on 2/25/2018 7:07 AM]

Deleting message 44134 : RE: Options in ATM


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.