Richard Moss
New User
Posts: 4
Joined: 6/29/2020
Location: Cape Town, South Africa
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Hi
I am trying to setup OmniTrader to backtest selling a strangle with a fixed number of Days To Expiration (DTE) (e.g. 45 DTE) with strikes that are 1 Standard Deviation either side of the Spot Price.
My initial test will be to close the trade at approximately 50% of the initial DTE and initiate a new strangle as above (i.e. rinse and repeat).
Any guidance would be greatly appreciated.
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