Howard,
Paraphrasing by friend's t-shirt -- "so many options, so little time."
Awesome, I like that. J
I agree with Howard, because of the sheer amount of data to be wielded around. So identifying the underlying first, then drop down to that instruments historical options series. As an example in a backtest, find the "Perfect" stock that is at a price level where you believe it cannot stay for long, then look at the pricing of some strategies like put/call backspreads, long options, butterflies, iron butterflies etc.
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Sunday, March 20, 2016 12:54 PM
To: athos1@gmail.com [amibroker]
Subject: Re: [amibroker] Options trading/backtesting in AmiBroker
Greetings --
If the plan is to trade options as an alternative to trading the underlying, develop the system using the underlying, then perform analysis of alternative option choices using an external program -- perhaps one dedicated to options analysis, perhaps your broker's platform, or a spreadsheet.
If the plan is to trade options based on arbitrage and greeks, begin with a dedicated options analysis program or spreadsheet.
Best,
Howard
On Sun, Mar 20, 2016 at 8:54 AM, 'U.Mutlu' um4711@mutluit.com [amibroker] <amibroker@yahoogroups.com> wrote:
Hi,
can AmiBroker be used for options trading and for backtesting options trading
strategies?
I think the database structure should have the following additional fields
important with options:
Bid, Ask
I'm not sure whether AB has these fields.
OTOH I think I saw somewhere that OpenInterest (OI) was mentioned,
so is this field already available in the AB database?
Would be good if someone could give a summary of suitability of AB for options
trading. Thx.
Posted by: "Sean ONeill" <ONeillSeanP@verizon.net>
| Reply via web post | • | Reply to sender | • | Reply to group | • | Start a New Topic | • | Messages in this topic (5) |
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
EmoticonEmoticon