Tool QUIK Robot Channel prices for options

The robot automatically finds the closest strike price and sells PUT and CALL options of the strike on the strategy of "price channel." The market may be in one of three states: move up, move down, without moving. The basic idea is based on the sale of the options, it is well known that the sold option will make a profit in two states of the market: the movement up or down, without moving. This increases the positive expectation from the strategy. But in low-volatility option premium may be too small, in these cases, the robot can be used to buy options.


- Relatively simple option strategy

- Automatic selection of the closest strike

- The ability to use multiple copies of the portfolio

- The ability to trade in the same direction: the purchase or sale

- Open source with the description of all functions up to each line

Caution The utility works only in conjunction with a portfolio of "History of the positions."


Version 20150216