I've looked through the forums and there seems to be some different answers on the efficiency of using the options.SetFilter and the self.OptionChainProvider. I am trying to just make an IC that looks at the closest expiration to 45 days and short leg is at .16 Delta. The SetFilter backtest is taking forever and I wasn't sure if the OptionChainProvider will be able to use Greeks to sort through the option contracts. Also if someone has found a way to have this just run on a hourly basis or just not every minute, that would help a lot. Attached is the backtest for reference.