To create a strategy, click the New Book () button in the Option Books toolbar. This adds a new strategy to the selected book. You can also right-click on a book and choose New Strategy.
By default, the new strategy is named "Strategy" with a unique number appended to the end. The new strategy is added to the list view, as shown below:
To accept the default name, simply press Enter. To name the strategy by some other, more meaningful name, type the name and press Enter. You can rename a strategy at any time simply by selecting the strategy in the tree control, pausing, and then single clicking the strategy.