Hi all, I'm a newbie. I modified the code from the long strangle tutorial. The objective is to backtest a strategy that short strangle with DTE <7 every week
However , the code can only sell options 1 every month. Could anyone help me modify the below code so it could short every week?
Thank you
Yuri Lopukhov
Hmm, it seems you want to trade weekly contracts? In this case you should add IncludeWeeklys() or WeeklysOnly() in your options filter, like this:
Check the docs here for more info:
Thomas
Hi Yuri, Thank you very much for pointing me to the documentation. It works now !
Thomas
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