Hi David, It was wonderful seeing your code. I would like to know what is the format of the options in your db? Do you have it as an option chain or simple OHLCV/OI data for each call-put at each strike Soham
--- In [email protected], "davidmartin_94025" <amibroker.ygro...@...> wrote: > > Hi, Rick. We trade similar things. > > I'm new to AmiBroker but I've verified that AmiBroker can automatically back > test option trading strategies by coding a couple. You can find the > AmiBroker code for them at the links below. > > * Two legged options trading strategy, specifically selling straddles or > strangles > http://finance.groups.yahoo.com/group/amibroker/message/149990 > * Four legged options trading strategy, specifically selling iron > butterflies or iron condors > http://finance.groups.yahoo.com/group/amibroker/message/150001 > > --- In [email protected], "Rick" <RickParsons@> wrote: > > > > I used Amibroker years ago and loved the program. However I have been out > > of touch with it. > > > > I trade call and put credit spreads, Iron Condors, Butterflies etc in > > equity and indexes. I would like to know: > > > > Are complete option chains available for backtesting? > > Do these option chains include the greeks? > > Can I backtest and optimize strategies based on the greeks? > > > > Thank you so much, I appreciate your feedback! > > > > Rick > > Columbus, OH > > >
