Backtest options strategy

In the provided extracts, there is no direct reference to the slice.OptionChains.get(self.option_symbol) method. However, there are examples of how to access option chains in a slice.

Here is an example from the extracts:

for i in self.last_slice.OptionChains:
    chain = i.Value

In this example, self.last_slice.OptionChains is iterated over to access each option chain. The i.Value is used to get the actual option chain.

Another example from the extracts shows how to access option chains using the OptionChainProvider:

chainProvider = self.OptionChainProvider
contracts = chainProvider.GetOptionContractList(underlying, self.Time)

In this case, the GetOptionContractList method of the OptionChainProvider is used to get a list of option contracts for a specific time.

If you are trying to access a specific option chain for a symbol, you might need to iterate over slice.OptionChains and check if the symbol of the chain matches your desired symbol.

Please note that these examples are based on the provided extracts and might need to be adjusted to fit your specific algorithm.

how can i check the existing strategies and there values ?
i would like to to sell the BearCallSpread when the profit value is 75%
additionally i dont want to open a trade if there is already one open

Hi @ilan-pinto,

I don't follow the question on "existing strategies".Please check out the Docs for a basic bear call spread example.You can use Portfolio.Invested to prevent opening new positions. The profit can be measured by the sum of the profit of the legs. However, a simpler approach would be to record Portfolio.TotalPortfolioValue before the call spread is sold, and check out whether it's value reached the profit target.