For your entertainment, I am sharing my first untradable option trading algo - Option Roulette.
At start of each week, the algo, as the name implies, randomly picks a strategy to trade SPY - synthetic long, long strangle, short strangle, short iron condor.
It is meant to be an excercise for me to get my feet wet with option tading and the Quantconnect api. One of the catchas was to trigger a liquidation when options get assigned, if liqudation is not executed, the backtest will just not trade anymore! There are still bugs in the code, since the logic is to liquidate and then trade every week, so that the existing sold options will never get assigned.
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