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Idea / Request from Rafael M:
have an option in mesosim to only use certain strike intervals, such as we have in OptionNet Explorer.
We know for instance that in real trading normally we stick to 25 pts because those are the ones with Open Interest... so it would be nice to backtest the same in mesosim
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deltaray
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Idea / Request from Rafael M:
have an option in mesosim to only use certain strike intervals, such as we have in OptionNet Explorer.
We know for instance that in real trading normally we stick to 25 pts because those are the ones with Open Interest... so it would be nice to backtest the same in mesosim
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