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ThinkScript Strategy Backtest Development

$30-250 USD

Lukket
Slået op 3 måneder siden

$30-250 USD

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I am looking for a backtest code in thinkscript to run on thinkorswim platform, kindly read below strategy and let me know if you can code exactly using thinkscript and make it works perfectly for thinkorswim. Cover Call backtest strategy On thinkorswim platform Essentially, this is a calendar call: buying a longer-term option and selling a shorter-term option to start out. Then as the short option nears expiration, roll it to the next period. The long option could also be rolled to maintain adequate protection. Income is generated as theta decays on the short option. Action: 1. Buy a calendar call for ticker SPX (user input) at the beginning, date and time are user input.. This consists of 2 legs: a. Buying a six-months (user input) call with delta 90 (user input). Sometimes delta 90 is not available, then choose the next closest delta. If both higher and lower deltas are equal distance (e.g., 91 and 89), choose the higher delta, and b. At the same time, selling a shorter term (user input) call with delta 50 (user input). Sometimes delta 50 is not available, then choose the next closest delta. If both higher and lower deltas are equal distance, (e.g, 49 and 51), choose the lower delta. 2. At 3pm EST (user input) on the day of expiration of the shorter term call, roll i.e., buy back the shorter term call and sell a new shorter term of the next available expiration with delta 50 (user input). The longer term call should also be rolled, same expiration, to maintain a 90 delta, if necessary. 3. Repeat step 2 every day, week, or month (user input) until the end of the backtest period (user input). 4. Generate a report showing a transaction log with results and export to a csv file. Only reach out if you are a proficient coder and a skilled thinkscript programmer, hoping to get this soft out so quickly
Projekt-ID: 37781864

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Aktiv 2 måneder siden

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2 freelancere byder i gennemsnit $195 USD på dette job
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Having read your project requirements and details, I’m super-confident in my skill-set, experience, and technical ability (especially with Thinkscript indicator/strategy/study for Thinkorswim platform) to develop this trading tool as you described. We shall communicate much better on your project when you open a chat with me. Eni O.
$250 USD på 4 dage
5,0 (2 anmeldelser)
4,2
4,2
Brug Avatar.
Hhi I am experienced in this and I can start right now but i have few doubts and questions lets have a quick chat and get it started waiting for your replyyy ! r!
$140 USD på 7 dage
0,0 (0 anmeldelser)
0,0
0,0

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Flag for NIGERIA
Lagos, Nigeria
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Medlem siden feb. 18, 2024

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