Thinkscript Developer for Options Backtesting

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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

Software Testning Algoritme

Projekt ID: #37799267

Om projektet

4 bud Remote projekt Aktiv 3 uger siden

4 freelancere byder i gennemsnit $150 timen for dette job

kazemmojtama

Hello, good time Hope you are doing well I'm expert in MATLAB/Simulink, Python, HTML5, CSS3, Java, JavaScript and C/C#/C++ programming and by strong mathematical and statistical background, have good flexibility for s Flere

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einnovention

Thinkscript is the platform for which my team and I are particularly trained and experienced in. As a group, Einnovention has successfully completed more than 248 Freelancer.com projects with a 4.9/5 rating for custome Flere

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nazimalipucit

A software house is a company that specializes in the development, design, and implementation of software products and solutions. These companies typically offer services such as custom software development, mobile app Flere

$140 USD in 7 dage
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seifeddine320

I offer to develop a ThinkScript code for a Covered Call backtest strategy on the Thinkorswim platform, tailored to your specifications. This includes: Customizable inputs for executing precise trading strategies. Flere

$90 USD in 7 dage
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