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diff --git a/...ms/22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/01 Introduction.html b/...ms/22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/01 Introduction.html
@@ -4,10 +4,8 @@
 <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML">
 </script>
 
-<div class="highlight">Warning: There is currently no <code>OptionStrategies</code> method for Iron Butterfly orders, so this tutorial manually orders the individual legs in the strategy. If you manually place multi-leg orders one at a time while there is no liquidity at a strike price, you can get stuck in an unhedged position.</div>
-
 <p>
-The <span class="new-term">Iron Butterfly</span> is an option strategy which involves four Option contracts. All the contracts have the same underlying stock and expiration, but the order of strike prices for the four contracts is $A&gt;B&gt;C$. The following table describes the strike price of each contract:</p>
+The <span class="new-term">Long Iron Butterfly</span> is an option strategy which involves four Option contracts. All the contracts have the same underlying stock and expiration, but the order of strike prices for the four contracts is $A&gt;B&gt;C$. The following table describes the strike price of each contract:</p>
 <table class="table qc-table">
 <thead>
 <tr>
@@ -17,19 +15,19 @@
 </thead>
 <tbody>
 <tr>
-<td>-1 OTM call</td>
+<td>1 OTM call</td>
 <td> $A$</td>
 </tr>
 <tr>
-<td>1 ATM call</td>
+<td>-1 ATM call</td>
 <td> $B$</td>
 </tr>
 <tr>
-<td>1 ATM put</td>
+<td>-1 ATM put</td>
 <td> $B$</td>
 </tr>
 <tr>
-<td>-1 OTM put</td>
+<td>1 OTM put</td>
 <td> $C=B-(A-B)$</td>
 </tr>
 </tbody>

diff --git a/.../22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/02 Implementation.html b/.../22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/02 Implementation.html
@@ -74,15 +74,15 @@
     </div>
 
     <li>In the <code class="csharp">OnData</code><code class="python">on_data</code> method, select the contracts and place the orders.</li>
-    <!--
+
     <p><b>Approach A:</b> Call the <code class="csharp">OptionStrategies.IronButterfly</code><code class="python">OptionStrategies.iron_butterfly</code> method with the details of each leg and then pass the result to the <code class="csharp">Buy</code><code class="python">buy</code> method.</p>
     <div class="section-example-container">
         <pre class="csharp">var ironButterfly = OptionStrategies.IronButterfly(_symbol, otmPutStrike, atmStrike, otmCallStrike, expiry);
 Buy(ironButterfly, 2);</pre>
         <pre class="python">iron_butterfly = OptionStrategies.iron_butterfly(self._symbol, otm_put_strike, atm_strike, otm_call_strike, expiry)
 self.buy(iron_butterfly, 2)</pre>
     </div>
-    -->
+
     <p><b>Approach B:</b> Create a list of <code>Leg</code> objects and then call the <a href="/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-market-orders"><span class='csharp'>Combo Market Order</span><span class='python'>combo_market_order</span></a>, <a href="/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-limit-orders"><span class='csharp'>Combo Limit Order</span><span class='python'>combo_limit_order</span></a>, or <a href="/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-leg-limit-orders"><span class='csharp'>Combo Leg Limit Order</span><span class='python'>combo_leg_limit_order</span></a> method.</p>
 
     <div class="section-example-container">
@@ -94,10 +94,10 @@
 
 var legs = new List&lt;Leg&gt;()
     {
-        Leg.Create(atmCall.Symbol, 1),
-        Leg.Create(atmPut.Symbol, 1),
-        Leg.Create(otmCall.Symbol, -1),
-        Leg.Create(otmPut.Symbol, -1)
+        Leg.Create(atmCall.Symbol, -1),
+        Leg.Create(atmPut.Symbol, -1),
+        Leg.Create(otmCall.Symbol, 1),
+        Leg.Create(otmPut.Symbol, 1)
     };
 ComboMarketOrder(legs, 1);</pre>
         <pre class="python"># Select the contracts
@@ -107,10 +107,10 @@
 otm_put = [x for x in puts if x.strike == otm_put_strike][0]
 
 legs = [
-    Leg.create(atm_call.symbol, 1),
-    Leg.create(atm_put.symbol, 1),
-    Leg.create(otm_call.symbol, -1),
-    Leg.create(otm_put.symbol, -1)
+    Leg.create(atm_call.symbol, -1),
+    Leg.create(atm_put.symbol, -1),
+    Leg.create(otm_call.symbol, 1),
+    Leg.create(otm_put.symbol, 1)
 ]
 self.combo_market_order(legs, 1)</pre>
     </div>

diff --git a/...22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/03 Strategy Payoff.html b/...22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/03 Strategy Payoff.html
@@ -4,15 +4,14 @@
 <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML">
 </script>
 
-<p>The long iron butterfly is a limited-reward-limited-risk strategy. The payoff is</p>
-
+<p>The long call butterfly is a limited-reward-limited-risk strategy. The payoff is</p>
 $$
 \begin{array}{rcll}
 C^{OTM}_T &amp; = &amp; (S_T - K^C_{OTM})^{+}\\
 C^{ATM}_T &amp; = &amp; (S_T - K^C_{ATM})^{+}\\
 P^{OTM}_T &amp; = &amp; (K^P_{OTM} - S_T)^{+}\\
 P^{ATM}_T &amp; = &amp; (K^P_{ATM} - S_T)^{+}\\
-P_T &amp; = &amp; (C^{ATM}_T + P^{ATM}_T - C^{OTM}_T - P^{OTM}_T - C^{ATM}_0 - P^{ATM}_0 + C^{OTM}_0 + P^{OTM}_0)\times m - fee
+P_T &amp; = &amp; (C^{OTM}_T + P^{OTM}_T - C^{ATM}_T - P^{ATM}_T - C^{OTM}_0 - P^{OTM}_0 + C^{ATM}_0 + P^{ATM}_0)\times m - fee
 \end{array}
 $$
 $$
@@ -27,10 +26,10 @@
 &amp; K^P_{OTM} &amp; = &amp; \textrm{OTM put strike price}\\
 &amp; K^P_{ATM} &amp; = &amp; \textrm{ATM put strike price}\\
 &amp; P_T &amp; = &amp; \textrm{Payout total at time T}\\
-&amp; C^{OTM}_0 &amp; = &amp; \textrm{OTM call value at position opening (credit received)}\\
-&amp; C^{ATM}_0 &amp; = &amp; \textrm{ATM call value at position opening (debit paid)}\\
-&amp; P^{OTM}_0 &amp; = &amp; \textrm{OTM put value at position opening (credit received)}\\
-&amp; P^{ATM}_0 &amp; = &amp; \textrm{ATM put value at position opening (debit paid)}\\
+&amp; C^{OTM}_0 &amp; = &amp; \textrm{OTM call value at position opening (debit paid)}\\
+&amp; C^{ATM}_0 &amp; = &amp; \textrm{ATM call value at position opening (credit received)}\\
+&amp; P^{OTM}_0 &amp; = &amp; \textrm{OTM put value at position opening (debit paid)}\\
+&amp; P^{ATM}_0 &amp; = &amp; \textrm{ATM put value at position opening (credit received)}\\
 &amp; m &amp; = &amp; \textrm{Contract multiplier}\\
 &amp; T &amp; = &amp; \textrm{Time of expiration}
 \end{array}
@@ -40,6 +39,6 @@
 
 <img class="docs-image" src="https://cdn.quantconnect.com/i/tu/long-iron-butterfly.png" alt="Strategy payoff decomposition and analysis of long iron butterfly">
 
-<p>The maximum profit is $K^C_{OTM} - K^C_{ATM} - C^{ATM}_0 - P^{ATM}_0 + C^{OTM}_0 + P^{OTM}_0$. It occurs when the underlying price is below the OTM put strike price or above the OTM call strike price at expiration.</p>
-<p>The maximum loss is the net debit paid, $C^{OTM}_0 + P^{OTM}_0 - C^{ATM}_0 - P^{ATM}_0$. It occurs when the underlying price stays the same as when you opened the trade.</p>
-<p>If the Option is American Option, there is a risk of <a href='/docs/v2/writing-algorithms/reality-modeling/options-models/assignment'>early assignment</a> on the contracts you sell.</p>
+<p>The maximum profit is the net credit received, $C^{ATM}_0 + P^{ATM}_0 - C^{OTM}_0 - P^{OTM}_0$. It occurs when the underlying price stays the same as when you opened the trade.</p>
+<p>The maximum loss is $K^C_{OTM} - K^C_{ATM} - C^{ATM}_0 - P^{ATM}_0 + C^{OTM}_0 + P^{OTM}_0$. It occurs when the underlying price is below the OTM put strike price or above the OTM call strike price at expiration.</p>
+<p>If the Option is American Option, there is a risk of <a href='/docs/v2/writing-algorithms/reality-modeling/options-models/assignment'>early assignment</a> on the contracts you sell.</p>
diff --git a/...orithms/22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/04 Example.html b/...orithms/22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/04 Example.html
@@ -50,14 +50,14 @@
 $$
 <br>
 <p>So, the strategy losses $624.</p>
-<!--
+
 <p>The following algorithm implements a short iron butterfly Option strategy:</p>
 
 <div class="python">
     <div class="qc-embed-frame" style="display: inline-block; position: relative; width: 100%; min-height: 100px; min-width: 300px;">
         <div class="qc-embed-dummy" style="padding-top: 56.25%;"></div>
         <div class="qc-embed-element" style="position: absolute; top: 0; bottom: 0; left: 0; right: 0;">
-            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache?request=.html"></iframe>
+            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_0a848d96fa7b63705c33d4d23aeff9d2.html"></iframe>
         </div>
     </div>
 </div>
@@ -66,8 +66,7 @@
     <div class="qc-embed-frame" style="display: inline-block; position: relative; width: 100%; min-height: 100px; min-width: 300px;">
         <div class="qc-embed-dummy" style="padding-top: 56.25%;"></div>
         <div class="qc-embed-element" style="position: absolute; top: 0; bottom: 0; left: 0; right: 0;">
-            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache/.html"></iframe>
+            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_adea53e2c428bf852e252f1184ddafda.html"></iframe>
         </div>
     </div>
 </div>
--->
diff --git a/...Butterfly/05 Strategy Contract Filter.php → ...Butterfly/05 Strategy Contract Filter.php b/...Butterfly/05 Strategy Contract Filter.php → ...Butterfly/05 Strategy Contract Filter.php
@@ -1,5 +1,5 @@
 <?
-  $strategy = "Iron Butterfly";
+  $strategy = "Long Iron Butterfly";
   $nContracts = "4";
   $csharpMethod = "IronButterfly(30, 5)";
   $pythonMethod = "iron_butterfly(30, 5)"

diff --git a/...lgorithms/22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/metadata.json b/...lgorithms/22 Trading and Orders/07 Option Strategies/15 Long Iron Butterfly/metadata.json
@@ -1,9 +1,9 @@
 {
     "type": "metadata",
     "values": {
-        "description": "The Iron Butterfly is an Option strategy that involves four Option contracts where the order of strike prices for the four contracts is A>B>C. ",
+        "description": "The Iron Butterfly is an Option strategy that involves four Option contracts where the order of strike prices for the four contracts is A>B=C>D. ",
         "keywords": "multi-leg orders, iron butterfly option strategy, out-the-money call, profits from a decrease in price movement, profits from an increase in price movement, limited-reward-limited-risk strategy, risk of early assignment",
-        "og:description": "The Iron Butterfly is an Option strategy that involves four Option contracts where the order of strike prices for the four contracts is A>B>C. ",
+        "og:description": "The Iron Butterfly is an Option strategy that involves four Option contracts where the order of strike prices for the four contracts is A>B=C>D. ",
         "og:title": "Iron Butterfly - Documentation QuantConnect.com",
         "og:type": "website",
         "og:site_name": "Iron Butterfly - QuantConnect.com",

diff --git a/...s/22 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/01 Introduction.html b/...s/22 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/01 Introduction.html
@@ -4,8 +4,6 @@
 <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML">
 </script>
 
-<div class="highlight">Warning: There is currently no <code>OptionStrategies</code> method for Short Iron Butterfly orders, so this tutorial manually orders the individual legs in the strategy. If you manually place multi-leg orders one at a time while there is no liquidity at a strike price, you can get stuck in an unhedged position.</div>
-
 <p>
 The <span class="new-term">Short Iron Butterfly</span> is an option strategy which involves four Option contracts. All the contracts have the same underlying stock and expiration, but the order of strike prices for the four contracts is $A&gt;B&gt;C$. The following table describes the strike price of each contract:</p>
 <table class="table qc-table">

diff --git a/...22 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/02 Implementation.html b/...22 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/02 Implementation.html
@@ -74,15 +74,15 @@
     </div>
 
     <li>In the <code class="csharp">OnData</code><code class="python">on_data</code> method, select the contracts and place the orders.</li>
-    <!--
+
     <p><b>Approach A:</b> Call the <code class="csharp">OptionStrategies.ShortIronButterfly</code><code class="python">OptionStrategies.short_iron_butterfly</code> method with the details of each leg and then pass the result to the <code class="csharp">Buy</code><code class="python">buy</code> method.</p>
     <div class="section-example-container">
         <pre class="csharp">var shortIronButterfly = OptionStrategies.ShortIronButterfly(_symbol, otmPutStrike, atmStrike, otmCallStrike, expiry);
 Buy(shortIronButterfly, 2);</pre>
         <pre class="python">short_iron_butterfly = OptionStrategies.short_iron_butterfly(self._symbol, otm_put_strike, atm_strike, otm_call_strike, expiry)
 self.buy(short_iron_butterfly, 2)</pre>
     </div>
-    -->
+
     <p><b>Approach B:</b> Create a list of <code>Leg</code> objects and then call the <a href="/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-market-orders"><span class='csharp'>Combo Market Order</span><span class='python'>combo_market_order</span></a>, <a href="/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-limit-orders"><span class='csharp'>Combo Limit Order</span><span class='python'>combo_limit_order</span></a>, or <a href="/docs/v2/writing-algorithms/trading-and-orders/order-types/combo-leg-limit-orders"><span class='csharp'>Combo Leg Limit Order</span><span class='python'>combo_leg_limit_order</span></a> method.</p>
 
     <div class="section-example-container">
@@ -94,10 +94,10 @@
 
 var legs = new List&lt;Leg&gt;()
     {
-        Leg.Create(atmCall.Symbol, -1),
-        Leg.Create(atmPut.Symbol, -1),
-        Leg.Create(otmCall.Symbol, 1),
-        Leg.Create(otmPut.Symbol, 1)
+        Leg.Create(atmCall.Symbol, 1),
+        Leg.Create(atmPut.Symbol, 1),
+        Leg.Create(otmCall.Symbol, -1),
+        Leg.Create(otmPut.Symbol, -1)
     };
 ComboMarketOrder(legs, 1);</pre>
         <pre class="python"># Select the contracts
@@ -107,11 +107,11 @@
 otm_put = [x for x in puts if x.strike == otm_put_strike][0]
 
 legs = [
-    Leg.create(atm_call.symbol, -1),
-    Leg.create(atm_put.symbol, -1),
-    Leg.create(otm_call.symbol, 1),
-    Leg.create(otm_put.symbol, 1)
+    Leg.create(atm_call.symbol, 1),
+    Leg.create(atm_put.symbol, 1),
+    Leg.create(otm_call.symbol, -1),
+    Leg.create(otm_put.symbol, -1)
 ]
 self.combo_market_order(legs, 1)</pre>
     </div>
-</ol>
+</ol>
diff --git a/...2 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/03 Strategy Payoff.html b/...2 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/03 Strategy Payoff.html
@@ -4,14 +4,15 @@
 <script type="text/javascript" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.1/MathJax.js?config=TeX-AMS-MML_HTMLorMML">
 </script>
 
-<p>The short call butterfly is a limited-reward-limited-risk strategy. The payoff is</p>
+<p>The short iron butterfly is a limited-reward-limited-risk strategy. The payoff is</p>
+
 $$
 \begin{array}{rcll}
 C^{OTM}_T &amp; = &amp; (S_T - K^C_{OTM})^{+}\\
 C^{ATM}_T &amp; = &amp; (S_T - K^C_{ATM})^{+}\\
 P^{OTM}_T &amp; = &amp; (K^P_{OTM} - S_T)^{+}\\
 P^{ATM}_T &amp; = &amp; (K^P_{ATM} - S_T)^{+}\\
-P_T &amp; = &amp; (C^{OTM}_T + P^{OTM}_T - C^{ATM}_T - P^{ATM}_T - C^{OTM}_0 - P^{OTM}_0 + C^{ATM}_0 + P^{ATM}_0)\times m - fee
+P_T &amp; = &amp; (C^{ATM}_T + P^{ATM}_T - C^{OTM}_T - P^{OTM}_T - C^{ATM}_0 - P^{ATM}_0 + C^{OTM}_0 + P^{OTM}_0)\times m - fee
 \end{array}
 $$
 $$
@@ -26,10 +27,10 @@
 &amp; K^P_{OTM} &amp; = &amp; \textrm{OTM put strike price}\\
 &amp; K^P_{ATM} &amp; = &amp; \textrm{ATM put strike price}\\
 &amp; P_T &amp; = &amp; \textrm{Payout total at time T}\\
-&amp; C^{OTM}_0 &amp; = &amp; \textrm{OTM call value at position opening (debit paid)}\\
-&amp; C^{ATM}_0 &amp; = &amp; \textrm{ATM call value at position opening (credit received)}\\
-&amp; P^{OTM}_0 &amp; = &amp; \textrm{OTM put value at position opening (debit paid)}\\
-&amp; P^{ATM}_0 &amp; = &amp; \textrm{ATM put value at position opening (credit received)}\\
+&amp; C^{OTM}_0 &amp; = &amp; \textrm{OTM call value at position opening (credit received)}\\
+&amp; C^{ATM}_0 &amp; = &amp; \textrm{ATM call value at position opening (debit paid)}\\
+&amp; P^{OTM}_0 &amp; = &amp; \textrm{OTM put value at position opening (credit received)}\\
+&amp; P^{ATM}_0 &amp; = &amp; \textrm{ATM put value at position opening (debit paid)}\\
 &amp; m &amp; = &amp; \textrm{Contract multiplier}\\
 &amp; T &amp; = &amp; \textrm{Time of expiration}
 \end{array}
@@ -39,6 +40,6 @@
 
 <img class="docs-image" src="https://cdn.quantconnect.com/i/tu/short-iron-butterfly.png" alt="Strategy payoff decomposition and analysis of short iron butterfly">
 
-<p>The maximum profit is the net credit received, $C^{ATM}_0 + P^{ATM}_0 - C^{OTM}_0 - P^{OTM}_0$. It occurs when the underlying price stays the same as when you opened the trade.</p>
-<p>The maximum loss is $K^C_{OTM} - K^C_{ATM} - C^{ATM}_0 - P^{ATM}_0 + C^{OTM}_0 + P^{OTM}_0$. It occurs when the underlying price is below the OTM put strike price or above the OTM call strike price at expiration.</p>
+<p>The maximum profit is $K^C_{OTM} - K^C_{ATM} - C^{ATM}_0 - P^{ATM}_0 + C^{OTM}_0 + P^{OTM}_0$. It occurs when the underlying price is below the OTM put strike price or above the OTM call strike price at expiration.</p>
+<p>The maximum loss is the net debit paid, $C^{OTM}_0 + P^{OTM}_0 - C^{ATM}_0 - P^{ATM}_0$. It occurs when the underlying price stays the same as when you opened the trade.</p>
 <p>If the Option is American Option, there is a risk of <a href='/docs/v2/writing-algorithms/reality-modeling/options-models/assignment'>early assignment</a> on the contracts you sell.</p>
diff --git a/...rithms/22 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/04 Example.html b/...rithms/22 Trading and Orders/07 Option Strategies/16 Short Iron Butterfly/04 Example.html
@@ -50,14 +50,14 @@
 $$
 <br>
 <p>So, the strategy losses $39.</p>
-<!--
+
 <p>The following algorithm implements a short iron butterfly Option strategy:</p>
 
 <div class="python">
     <div class="qc-embed-frame" style="display: inline-block; position: relative; width: 100%; min-height: 100px; min-width: 300px;">
         <div class="qc-embed-dummy" style="padding-top: 56.25%;"></div>
         <div class="qc-embed-element" style="position: absolute; top: 0; bottom: 0; left: 0; right: 0;">
-            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache?request=.html"></iframe>
+            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_5b2f6158c1c6ec4e5a3ae5e5866d9f52.html"></iframe>
         </div>
     </div>
 </div>
@@ -66,8 +66,7 @@
     <div class="qc-embed-frame" style="display: inline-block; position: relative; width: 100%; min-height: 100px; min-width: 300px;">
         <div class="qc-embed-dummy" style="padding-top: 56.25%;"></div>
         <div class="qc-embed-element" style="position: absolute; top: 0; bottom: 0; left: 0; right: 0;">
-            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache/.html"></iframe>
+            <iframe class="qc-embed-backtest" height="100%" width="100%" style="border: 1px solid #ccc; padding: 0; margin: 0;" src="https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_3e04645219adfadf24d9fbbce596c8b1.html"></iframe>
         </div>
     </div>
 </div>
--->
diff --git a/...g and Orders/07 Option Strategies/16 Short Iron Butterfly/05 Strategy Contract Filter.php b/...g and Orders/07 Option Strategies/16 Short Iron Butterfly/05 Strategy Contract Filter.php
@@ -0,0 +1,7 @@
+<?
+  $strategy = "Short Iron Butterfly";
+  $nContracts = "4";
+  $csharpMethod = "IronButterfly(30, 5)";
+  $pythonMethod = "iron_butterfly(30, 5)"
+  include(DOCS_RESOURCES."/universes/option/option-strategy-filter-universe.php"); 
+?>