Multi Legs Support for analyze module

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Nick
 
Posts: 36
Joined: Fri Oct 25, 2013 1:13 pm

Multi Legs

by Nick » Tue Sep 16, 2014 3:19 pm

Hi SA Team - I see you've added a beta analyser for multi leg spreads. I cant figure out or find the syntax for multi legs though. I'm sure it's simple enough.

e.g. I'm trying to bring up the SMF15 fly (F15,H15,K15)

What is the correct definition for the analyser?

Many thanks,

Nick

Roman
 
Posts: 145
Joined: Tue May 14, 2013 12:59 pm

Re: Multi Legs

by Roman » Tue Sep 16, 2014 4:35 pm

Hi Nick

Please read help for Multi Analyze Builder, there is everything explained. You can:

1) Use wizard and load predefined strategies (and adjust month you want, it always loads nearest expiration)
2) Expression - enter SMF15-2*SMH15+SMK15

That's it

Roman

Nick
 
Posts: 36
Joined: Fri Oct 25, 2013 1:13 pm

Re: Multi Legs

by Nick » Tue Sep 16, 2014 4:41 pm

Thanks - I see it now. Odd, as before, the multi analyser builder page looked the same as the normal builder.

Nick

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