StrategyCode Struct Reference

Strategy code. More...

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Public Types

enum

Enum {   Undefined = 0, JellyRoll = 'A', Butterfly = 'B', CallOrPutCabinet = 'C',   Spread = 'D', CalendarSpread = 'E', DiagonalCalendarSpread = 'F', Guts = 'G',   TwoByOneRatioSpread = 'H', IronButterfly = 'I', Combo = 'J', Strangle = 'K',   Ladder = 'L', Strip = 'M', StraddleCalendarSpread = 'N', Pack = 'O',   DiagonalStraddleCalendarSpread = 'P', SimpleInterCommoditySpread = 'Q', ConversionReversal = 'R', Straddle = 'S',   RatioInterCommoditySpread = 'U', VolatilityTrade = 'V', Condor = 'W', Box = 'X',   Bundle = 'Y', ReducedTickSpread = 'Z', LadderVersusUnderlying = 'a', ButterflyVersusUnderlying = 'b',   CallSpreadVersusPutVersusUnderlying = 'c', CallOrPutSpreadVersusUnderlying = 'd', CallOrPutCalendarSpreadVersusUnderlying = 'e', CallOrPutDiagonalCalendarSpreadVersusUnderlying = 'f',   GutsVersusUnderlying = 'g', TwoByOneCallOrPutRatioSpreadVersusUnderlying = 'h', IronButterflyVersusUnderlying = 'i', ComboVersusUnderlying = 'j',   StrangleVersusUnderlying = 'k', StraddleCalendarSpreadVersusUnderlying = 'n', PutSpreadVersusCallVersusUnderlying = 'p', DiagonalStraddleCalendarSpreadVersusUnderlying = 'q',   Synthetic = 'r', StraddleVersusUnderlying = 's', CondorVersusUnderlying = 't', IronCondorVersusUnderlying = 'v',   IronCondor = 'w', CallSpreadVersusSellAPut = 'x', PutSpreadVersusSellACall = 'y', PutStraddleVersusSellACallOrAPut = 'z' }

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Detailed Description

Strategy code.

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Member Enumeration Documentation

enum Enum

Strategy code.

Enumerator:

JellyRoll	Jelly Roll.
Butterfly	Butterfly.
CallOrPutCabinet	Call or Put Cabinet (used in the US market)
Spread	Spread.
CalendarSpread	Calendar Spread.
DiagonalCalendarSpread	Diagonal Calendar Spread.
Guts	Guts.
TwoByOneRatioSpread	Two by One Ratio Spread.
IronButterfly	Iron Butterfly.
Combo	Combo.
Strangle	Strangle.
Ladder	Ladder.
Strip	Strip.
StraddleCalendarSpread	Straddle Calendar Spread.
Pack	Pack.
DiagonalStraddleCalendarSpread	Diagonal Straddle Calendar Spread.
SimpleInterCommoditySpread	Simple Inter Commodity Spread.
ConversionReversal	Conversion Reversal.
Straddle	Straddle.
RatioInterCommoditySpread	Ratio Inter Commodity Spread.
VolatilityTrade	Volatility Trade.
Condor	Condor.
Box	Box.
Bundle	Bundle.
ReducedTickSpread	Reduced Tick Spread.
LadderVersusUnderlying	Ladder versus Underlying.
ButterflyVersusUnderlying	Butterfly versus Underlying.
CallSpreadVersusPutVersusUnderlying	Call Spread versus Put versus Underlying.
CallOrPutSpreadVersusUnderlying	Call or Put Spread versus Underlying.
CallOrPutCalendarSpreadVersusUnderlying	Call or Put Calendar Spread versus Underlying.
CallOrPutDiagonalCalendarSpreadVersusUnderlying	Call/Put Diagonal Calendar Spread versus Underlying.
GutsVersusUnderlying	Guts versus Underlying.
TwoByOneCallOrPutRatioSpreadVersusUnderlying	Two by One Call or Put Ratio Spread versus Underlying.
IronButterflyVersusUnderlying	Iron Butterfly versus Underlying.
ComboVersusUnderlying	Combo versus Underlying.
StrangleVersusUnderlying	Strangle versus Underlying.
StraddleCalendarSpreadVersusUnderlying	Straddle Calendar Spread versus Underlying.
PutSpreadVersusCallVersusUnderlying	Put Spread versus Call versus Underlying.
DiagonalStraddleCalendarSpreadVersusUnderlying	Diagonal Straddle Calendar Spread versus Underlying.
Synthetic	Synthetic.
StraddleVersusUnderlying	Straddle versus Underlying.
CondorVersusUnderlying	Condor versus Underlying.
IronCondorVersusUnderlying	Iron Condor versus Underlying.
IronCondor	Iron Condor.
CallSpreadVersusSellAPut	Call Spread versus Sell a Put.
PutSpreadVersusSellACall	Put Spread versus Sell a Call.
PutStraddleVersusSellACallOrAPut	Put Straddle versus Sell a Call or a Put.