Hi,

I just discovered Zorro and I'm very interested in option trading - which is what I do for living. I try to find answers in manual but it I'm still not sure.

I found that in Zorro enter is always on ask or bid price - at least when speaking about forex. Is the same in option trading ? I'm asking because I trade mainly SPX options where ask and bid prices are almost never use to make trades. Trade is usually placed between ask and bid, for backtest I use prices little above or below mid price . Using ask or bid prices in backtests is pointless because spread are very wide and could kill most of strategies.

So my first question is : Could I test strategies using some offset from mid price (mean of ask and bid) ?

And second question : could we use combo contracts as trading asset - and sending buy/sell order for it (for example butterfly - combination of 4 options) - as a one buy/sell order ?