I am building a strategy for Natural gas options.
I want to sell both Natural Gas ATM Call and Put options at 5.30pm every day.
However I want to select the rounded Strike price - example 620, 603, 640 etc.
I do not want to take entry at 625, 635 ,645 due to low volatility.
I tried ATM and trades are being executed (Paper trade) but when I use “Round” funtion, no trades are executed.
I used “Round”, "Ltp’ with 10 as the base but not entries are taking place.