Hi,

sorry I'm sure you are cretainly respond to this answer 1 million times, but I didn't find my answser and from documentation it seems I do right.

So I wrote a simple algo and when I launch BT, it' work but I have any time yhe same result, I changed the data frame minute to daily, buy to sell, date range,... but any time the same result!!

Could you telle me please, where I do wrongly?

```def Initialize(self): self.SetStartDate(2015, 4, 1) self.SetEndDate(2017, 5, 30) self.SetCash(100000) equity = self.AddEquity("GOOG", Resolution.Daily) option = self.AddOption("GOOG", Resolution.Daily) self.symbol = option.Symbol # set our strike/expiry filter for this option chain option.SetFilter(-15, 15, timedelta(35), timedelta(50)) # use the underlying equity GOOG as the benchmark self.SetBenchmark(equity.Symbol) for i in optionchain: if i.Key != self.symbol: continue chain = i.Value # sorted the option chain by expiration date and choose the furthest date expiry = sorted(chain,key = lambda x: x.Expiry, reverse=True)[0].Expiry # filter the call options from the contracts expires on that date call = [i for i in chain if i.Expiry == expiry and i.Right == 0] call_contracts = sorted(call,key = lambda x: x.Strike) if len(call_contracts) == 0: continue # choose the deep OTM call option self.call = call_contracts[-1] put_contracts = sorted([i for i in chain if i.Expiry == expiry and i.Right == 1], key = lambda x: x.Strike) # choose the deep OTM put option self.put = put_contracts[0] self.Sell(self.call.Symbol ,1) self.Sell(self.put.Symbol ,1)```