Scanner seems to omit/miss out on option strikes that meet the condition

Streak - backtesting
1

I’ve observed that the results of the alerts on the scanner I have set don’t show all the option strikes that meet the conditions. For eg, out of 61 option strike prices, let’s say that 45 CEs meet my conditions, but the scanner only shows 25-30 results Also, it tends to overlook the strike prices on the lower end of premiums despite those strike prices meeting conditions.

There seems to be an arbitrary cut-off for showing the strike prices that meet the conditions set.

1 Like
2

Hi @jaydivanji

Kindly note that Streak only tracks 15 strikes above and 15 strikes below from day open.
Therefore, the strikes meeting your conditions beyond the 15-strike range from the day’s open will not be reflected in the results.

3

Thanks for the clarification.