Hi,
I am new to options trading and try to replicate one simple algo similar to Bull call spread.
First, I have tried to do something very simple: buy ATM call option at the expiration closest to 90, buy above or equal 90.
I don't get any error, but I don't understand why algo buy options on 2021-10-05 and not imediatelly on the begining of the period ( 2021-05-01 )
This is probably the noob question, but can't figure out the answer.
Varad Kabade
Hi Mislav Sagovac,
We reviewed the above algorithm, and due to the option filter, there is no contract satisfying the constraints; to resolve this, we recommend having a broad range of expiry days when setting the filter. In the attached backtest, we set the expiry days constraint from 0 - 100.
Best,
Varad Kabade
Mislav Sagovac
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