User Defined Strategy (UDS)

This function is composed of a UDS formula and UDS type preceded by the UDS identifier:

UDS (<UDS formula>, <UDS type>)

Example: UDS(C.EPZ317850 - 2 * C.EPZ317900 + C.EPZ317950, BflyCL)

<UDS formula>

A UDS formula is composed of multiple legs in this format:

l<addition or subtraction operator><ratio>*<CQG symbol>

<UDS type>

Strategy Name

Abbreviation

Back Spread Call

BackC

Back Spread Put

BackP

Bear Call Spread

BearC

Bear Put Spread

BearP

Box Spread

Box

Bull Call Spread

BullC

Bull Put Spread

BullP

Butterfly Call Long

BflyCL

Butterfly Call Short

BflyCS

Butterfly Put Long

BflyPL

Butterfly Put Short

BflyPS

Calendar Call

CalC

Christmas Tree Call Long

CTreeCL

Christmas Tree Call Short

CTreeCS

Christmas Tree Put Long

CTreePL

Christmas Tree Put Short

CTreePS

Delta Neutral Call Ratio

DNeutC

Iron Butterfly Gut Long

IBGutL

Iron Butterfly Gut Short

IBGutS

Iron Butterfly Long

IBflyL

Iron Butterfly Short

IBflyS

Ratio Spread Call

RatioC

Ratio Spread Put

RatioP

Semi-Underlying Long

SemiUL

Semi-Underlying Short

SemiUS

Straddle Long

StradL

Straddle Short

StradS

Strangle Long

StrangL

Strangle Short

StrangS

Synthetic Underlying Long

SynUL

Synthetic Underlying Short

SynUS

 

This function can be accessed only in the Toolbox.

This function has no parameters.

User-Defined Strategies (UDS)