Hi all,
Please any one used Zorro to trade futures options ? e.g. /ES or /MES or /NQ ? I am trying to construct asset loop "while(asset(loop("ES","MES","NQ"))) " but the problem is futures expiry is every 3 months ( Quarterly) and I want to trade weekly FOP for the same underlying For e.g. I want to trade 20240105 weekly expiry ES FOP for March 20240315 expiry FUT. I am confused as to how to address this in code within asset loop and able to accurately call correct weekly option chain , select correct strike price ( based on 30 delta) based on Quarterly FUT current price and accordingly manage assetVar for each assets within loop which i believe is automatically rotated by Zorro based on asset selected at the time subject to loop and asset is correctly set?

It is easy to write this for other assets like Index or stock options but futures options is a different challenge !? specially for newbies and no sample codes in Zorro's help file !

Please your help is very much appreciated. Thanks

Between -Happy 2024 everyone !

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