Box Spread Option Strategy #8041
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Martin-Molinero
approved these changes
May 29, 2024
| MarketOrder(buySidePut.Symbol, -10); | ||
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| MarketOrder(sellSideCall.Symbol, -10); | ||
| MarketOrder(sellSidePut.Symbol, +10); |
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These variable names seem off, sellSidePut but going long? Same for the other regression algorithm
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Hi! The "buy side" and "sell side" are defined this way.
Common/Securities/Option/OptionStrategyPositionGroupBuyingPowerModel.cs
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Description
Add box spread and short box spread option strategy and their buying power model
ref magin requirements from IB
Box Spread: Margin Impact = 0 USD
Short Box Spread: Margin Impact = 2000 USD
Related Issue
closes #8033
closes #8034
Motivation and Context
missing
Requires Documentation Change
add section to writing algorithm -> tradings and orders -> option strategies
How Has This Been Tested?
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>