Days Since Last RebalanceOption Order
Elapsed days since the latest Filled-matching portfolio order stamped RebalanceOption, RebalanceOptionRenewal or RebalanceOptionFunding. It uses fill time and ignores strategy ID, so these strategies share a cooldown. Unfilled or canceled orders do not reset it.
Days Since Last RebalanceOption Order
Definition
Elapsed days since the latest Filled-matching portfolio order stamped RebalanceOption, RebalanceOptionRenewal or RebalanceOptionFunding. It uses fill time and ignores strategy ID, so these strategies share a cooldown. Unfilled or canceled orders do not reset it.
Parameters
None
Output range: >= 0 (days), or a large number if no RebalanceOption-generated order exists
Example
`Days Since Last RebalanceOption Order > 10` (cool down the whole option book after any rebalance-option order)
Full indicator reference