Combining CE & PE option price to sell straddle

Streak - backtesting
1

I want to sell straddle if CE & PE option price of same strike goes below combined VWAP.
Can you help me how to make this strategy in entry condition.
where i have combine CE & PE price and put condition with VWAP or Moving average.
@Streak - please help.
If any expert has any idea please help me.

1 Like
2

Currently, this cannot be implemented in Streak since the dynamic contract function cannot be used as a part of the strategy condition. But, this is already in our roadmap and is under development. We will update you once this is released.