Hello Experts,
I am running a STBT strategy where on Thursday i want to select next week’s expiry.
In Position builder m using Fx under Strike section and using Find Strike keyword like below;
( Find Strike ( 'NIFTY BANK', Select Expiry ( 'week', '1' ) , 'ltp', Number ( '100' ) , 'CE', 'any' ) )
I use Select Expiry ( 'week', '1' ) to select next week expiry
However under Expiry section in position builder I kept Expiry as Current Week
On backtesting i noticed that its not working as intended, it’s taking current week expiry on Thursday and not next week.
In order to select next week expiry while using Fx in Strike section, should i use Fx in Expiry section as well? like below
Current Week Expiry (NIFTY BANK,1)
Should it be
( Find Strike ( 'NIFTY BANK', Select Expiry ( 'week', '1' ) , 'ltp', Number ( '100' ) , 'CE', 'any' ) ) AND
Current Week Expiry (NIFTY BANK,1) Both?
OR
( Find Strike ( 'NIFTY BANK', Select Expiry ( 'week', '0' ) , 'ltp', Number ( '100' ) , 'CE', 'any' ) ) AND
Current Week Expiry (NIFTY BANK,1)
Please let me know
Thank You