I want to implement a strategy that utilizes option spreads such as VERTICALS and CALENDARS. As it is right now I have to create a separate trade signal for each leg of a spread which is ugly and less than that which is available in the market. What are collective2 plans to support spread trade signals?
I guess nothing has been done to spreads. i saw your post from 3 years ago. Still looking for a better way than legging them as separate trades. Andrew