When rolling covered calls, we may want to avoid rolling strikes down. Instead, we might want to maintain the high water mark for our CCs to prevent missing out on a rebound.
This can be configured globally with
roll_when.calls.maintain_high_water_mark or per-symbol with symbols.<symbol>.calls.maintain_high_water_mark.
When rolling covered calls, we may want to avoid rolling strikes down. Instead, we might want to maintain the high water mark for our CCs to prevent missing out on a rebound.
This can be configured globally with
roll_when.calls.maintain_high_water_markor per-symbol withsymbols.<symbol>.calls.maintain_high_water_mark.