/// <summary>
/// Defines the option chain universe filter
/// </summary>
protected override OptionFilterUniverse Filter(OptionFilterUniverse filter)
{
return(filter
.Strikes(+1, +1)
.Expiration(TimeSpan.Zero, TimeSpan.FromDays(7))
.WeeklysOnly()
.PutsOnly()
.OnlyApplyFilterAtMarketOpen());
}
/// <summary>
/// Defines the option chain universe filter
/// </summary>
protected override OptionFilterUniverse Filter(OptionFilterUniverse filter)
{
return(filter
.Strikes(-20, +20)
.Expiration(TimeSpan.Zero, TimeSpan.FromDays(60)));
//.WeeklysOnly()
//.PutsOnly()
//.OnlyApplyFilterAtMarketOpen();
}
/// <summary>
/// Defines the option chain universe filter
/// </summary>
protected override OptionFilterUniverse Filter(OptionFilterUniverse filter)
{
return(filter
.Strikes(+1, +1)
.Expiration(TimeSpan.Zero, TimeSpan.FromDays(7))
.WeeklysOnly()
.Contracts(contracts => contracts.Where(x => x.ID.OptionRight == OptionRight.Put))
.OnlyApplyFilterAtMarketOpen());
}
/// <summary>
/// Defines the option chain universe filter
/// </summary>
protected override OptionFilterUniverse Filter(OptionFilterUniverse filter)
{
return(filter
.Strikes(+1, +1)
// Expiration method accepts TimeSpan objects or integer for days.
// The following statements yield the same filtering criteria
.Expiration(0, 7)
//.Expiration(TimeSpan.Zero, TimeSpan.FromDays(7))
.WeeklysOnly()
.PutsOnly()
.OnlyApplyFilterAtMarketOpen());
}