Hi all we started using IB Mosaic and Tws coming from Thinkorswim. So far it's been pretty seamless but we can't figure out how to do the following? let's say we want to put on a strangle on CL ( crude ) using options on futures. So we want to see what the price behavior of the strategy has been over, say, the last 5 days on a chart. As we see it the chart would just go look at the historical closes for the two legs over the last 5 days and show the plot as if the trade existed. We can't seem to figure out how to do this in either Mosaic or TWS.
Create an options combo using Strategy Builder and save it to a Watchlist. Then click on it in the watchlist to view the chart (assuming the watchlist is linked to a chart using the same group color). Then change the chart’s settings to display the chart based on the mid-price.
Hmm, not something we'd thought about! will certainly give that a shot. Thank you so much @guru most helpful.
Hi @guru we tried this just now and the mid-price is greyed out, any ideas why? We wouldn't have thought that the market NOT been open would matter to historical?
Not sure where you're selecting the Mid price, it's in the chart settings and works fine for me (actually called "Midpoint"):
thanks @guru we must have been looking in the wrong area. The midpoint is now selectable. Excellent work thanks.