#include <contract.c>

#define PREMIUM  2.00 // $200 per contract 
#define DAYS     6*7  // 6 weeks to expiration

void run() 
{
  set(PLOTNOW,LOGFILE);
  BarPeriod = 1440;

  StartDate = 20120101;
  EndDate = 20190101;
  History = ".t8"; // use options for price history
  assetList("AssetsIB");
  asset("SPY");
  Multiplier = 100;

// load today's contract chain
  if(!contractUpdate(Asset,0,CALL|PUT)) return; 

  if(!NumOpenShort) { 
// find contracts with 6 weeks expiration and $2 premium
    if(combo(
      contractFind(CALL,DAYS,PREMIUM,2),1, 
      contractFind(PUT,DAYS,PREMIUM,2),1,
      0,0,0,0)) 
    { // sell a Strangle
      MarginCost = comboMargin(-1,3);
      enterShort(comboLeg(1));
      enterShort(comboLeg(2));
    }
  }
}