OptionsApp export
What the OptionsApp export produces — split credit-spread templates with entry schedules and stops — and the validation acknowledgment that gates it.
Export to OptionsApp produces a .json file in OptionsApp's own
trade-config format, so a portfolio you designed in the Workbench can be set
up for automated execution through your own OptionsApp and broker connection.
OptionsApp is a supported execution partner (the app discloses the affiliate
relationship at the point of export).
What's in the file
- Iron condors are split into two vertical credit spreads — one call-side and one put-side template per MEIC, never a single four-leg combo. That's the shape OptionsApp manages natively, and it matches how the stops work.
- Each template carries the leg structure: short leg to sell at your target premium with the stop loss enabled, long wing offset by the spread width, on SPX (SPXW).
- Your entry times travel as scheduled trades with the per-strategy contract quantities.
- METF variants include their EMA trend conditions as entry conditions; MEIC entries are unconditional. There are no close conditions beyond the short-leg stop — the "enter, stop, or settle" behavior you backtested.
- The broker account field is deliberately blank; you assign your own account in OptionsApp on import.
One-way, by design
OptionsApp files are an execution hand-off, not a portfolio container — the Workbench cannot re-import them. Keep a Native Engine Portfolio export alongside if you want the round-trippable record of the same portfolio.
The validation acknowledgment
The first export (and again when the underlying data vintage changes) shows a confirmation: the Workbench surfaces strategies that match your filters — it does not provide trading advice — and asks you to confirm that you have independently validated the strategy before exporting it for live execution. That's not a legal fig leaf; it's the actual workflow. The exported settings are a starting point — review every parameter in OptionsApp against your own account, risk limits and judgment before anything goes live.
Sensible hand-off checklist
- Stress-test the final portfolio — with stress events on.
- Export to OptionsApp, import there, and verify each template: strikes logic, premium target, stop level, entry times, quantities.
- Start smaller than the backtest sizing. Live fills and backtest fills are related, not identical.
