To greater flexibility, add an Execute step where the user allowed to enter custom lua statements.
The lua statements can define variables which will become available at Entry / Exit and Adjustment conditions
Initial design example:
"Execute": [
{
"Schedule": {
"Every": "5min"
},
"Statements": [
"if underlying_price > leg_ll_strike then max_days_in_trade = 10 end"
]
},
{
"Schedule": {
"Every": "post-trade"
},
"Statements": {
"price_after_trade = underlying_price",
"iv_after_trade = underlying_iv"
}
]
To greater flexibility, add an Execute step where the user allowed to enter custom lua statements.
The lua statements can define variables which will become available at Entry / Exit and Adjustment conditions
Initial design example: