I want to execute my Buying strategy at 9.30 it works fine as it places order in one direction but
as the time started as per my strategy... it places both CE and PE Orders at a time and as the time passes and due to theta decay one leg falls behind and the order never takes place on that side... my idea is to the orders are to be rechecked after every few minutes and take the fresh positions so that we can capture every momentum for example if the closest premium is said be 100 and reentry at re momentum ...means it should not the fix the strike for the whole day ... the system has to check for the premium of closest to 100 after every trade squared off and re enter ...for both the CE and PE by cancelling the other not traded leg.. Solution Please..