Dear Friends,
I need help to find out software or utility to back-test Nifty options pair trading.
For example,
One start of fresh series, I wish to
Step 1: buy Nifty Put & Call (depending upon earlier day's Nifty closing)
Step 2: Define range (based upon Nifty closing) & hold on position till Nifty dos not breach that range
Step 3: If range is violated than close position taken in #1 & take new position (as per the same formula used in step-1)
Step 4: On expiry calcuate premium earned
Could you please suggest good tool which can allow me to use various formula & buy/sell actions. I already have Nifty futures & options data since 2001.
Thanking you in anticipation.
I need help to find out software or utility to back-test Nifty options pair trading.
For example,
One start of fresh series, I wish to
Step 1: buy Nifty Put & Call (depending upon earlier day's Nifty closing)
Step 2: Define range (based upon Nifty closing) & hold on position till Nifty dos not breach that range
Step 3: If range is violated than close position taken in #1 & take new position (as per the same formula used in step-1)
Step 4: On expiry calcuate premium earned
Could you please suggest good tool which can allow me to use various formula & buy/sell actions. I already have Nifty futures & options data since 2001.
Thanking you in anticipation.