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Special functions for option combos (in development) - timeline? #476227
02/06/19 11:13
02/06/19 11:13
Joined: Jul 2016
Posts: 93
Düsseldorf, Germany
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mhdus Offline OP
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mhdus  Offline OP
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Joined: Jul 2016
Posts: 93
Düsseldorf, Germany
@jcl, any realistic forecast by when these features will be available (in beta) and which functionality will be covered? Just trying to avoid significant script development efforts covering somewhat similar features and then having to adapt it all to the new built-in functionality. Thanks in advance.

Re: Special functions for option combos (in development) - timeline? [Re: mhdus] #476266
02/08/19 22:15
02/08/19 22:15
Joined: Jul 2016
Posts: 93
Düsseldorf, Germany
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mhdus Offline OP
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mhdus  Offline OP
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Düsseldorf, Germany
Ah, just spotted v2.02.2, https://zorro-project.com/manual/en/combo.htm
However, this is not really the functionality I was looking (or hoping) for as it still requires the script to manage all legs independently and does not optimize trade statistics for such combos (I assume). I rather thought of Zorro internally managing multiple legs as one artificial trade/contract manageable by the "legacy" functions, such as contract(COMBO*)
There once was an item on the todo list "Artificial assets from a linear combination of real assets, for basket trading or multi-asset arbitrage." which is no longer there... is this ultimately off the list?

Re: Special functions for option combos (in development) - timeline? [Re: mhdus] #476267
02/09/19 07:09
02/09/19 07:09
Joined: Jul 2000
Posts: 26,996
Frankfurt
jcl Offline

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jcl  Offline

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Joined: Jul 2000
Posts: 26,996
Frankfurt
It must still be separate trades, but you can get individual combo statistics using the algo() function.

The basket is off. A feature to be implemeted must be either useful, or at least popular. Basket was in fashion once, but got lower and lower priority over time and now dropped off the list.

Re: Special functions for option combos (in development) - timeline? [Re: jcl] #476270
02/09/19 09:56
02/09/19 09:56
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Düsseldorf, Germany
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mhdus Offline OP
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mhdus  Offline OP
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Ok, understood. Thanks for the hint to use algo() as a solid workaround to get combo statistics.
Maybe you can consider adding some rather simple combo-specific functions in the next releases such as comboProfit(), enterShortCombo(), etc. I guess you are implementing some of those anyway as part of your custom script development?
TMFs for combos would be the ultimate goal ... ;-)


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