Order Indicators

Days Since Option Order indicator

The number of days since the most recent option order matching the specified filters. Supports filtering by underlying, option type (call/put), spread type, direction (debit/credit), position effect (

Definition

The number of days since the most recent option order matching the specified filters. Supports filtering by underlying, option type (call/put), spread type, direction (debit/credit), position effect (open/close), and days to expiration at order time.

Parameters

Underlying, Option Type (Call/Put), Direction (Long/Short), Spread Type, Position Effect (Open/Close), Min DTE, Max DTE, Order Status

Output range: >= 0 (days), or a large number if no matching order exists

Example condition

text
`Days Since Option Order(SPY, Call, Open, Vertical, Long, 10-30 DTE, Filled) > 7` (Haven't opened a SPY call debit spread in the last week)

Use in a strategy

Add this indicator to a strategy condition, choose its supported parameters and compare the output with the threshold required by your rule. Preserve the same interval and lookback when comparing backtests.

After saving the condition, inspect its asset, interval, lookback and comparison operator against the parameters above. If no trades occur, check whether the condition ever became true and whether the requested input data exists for that period. A missing input is not a zero-valued signal. An indicator produces an input to a rule. It does not establish future returns, and data availability can differ across assets and periods.