Hi there,

has anyone succesfully implemented Put Credit Preads with QuantConnect? 

My Goal:

1. When VXX RSI is over 50 SELL a PUT credit spread on the SPY with a delta of -10 to -20.

2. Liquidate the Option trade when max profit of 70% is reached in IBKR.

any good ways to make that happen? If anyone can help me here I can share my algo with you. It generates around 120-200% a year NOT BACK TESTED. Really ran this for 2 years.