HI Team
I want to set up ATM Point as "ATM-50" or "ATM+50" This is direct in Stock Mock, but how to do the same in the algo test. In the Select Strike Criteria
under Straddle with option
We have
1 ) Strike Type
2 ) Closet Premimum
3 ) Premium >=
4 ) Premium <=
5 ) Premium Range
6 ) Straddle width
7 ) % of ATM
8 ) Syntetic Future