Hi, are you the programmer of it?
What is meant by its title "Build Your Own Backtest (BYOB)" ?
Can you give some examples on what the user can do with it?
Which strategies are possible to test?
Is it for 0DTE only?
Day trading 0DTE Condors
- Thread starter qlai
- Start date
What is meant by its title "Build Your Own Backtest (BYOB)" ?
Can you give some examples on what the user can do with it?
Which strategies are possible to test?
Is it for 0DTE only?
Thank you!
No, i'm not the programmer. Regarding your other questions, please have a good look at the site, you can figure it out..
In general, any stop assumptions (especially when trading options) are very tricky. If you run the same strategy with no stops, your results are going to be way worse as well as assume that slippage gets way worse when you're stopped out. Not saying that it's not viable, just saying that it's not a holy grail
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Sure, they are tricky. But since start the realtime results match The backtest results.
How often do you get stopped out? The stop fills will really matter when the shit hits the fan and we have not had a true meltdown for a while
Please look at the spx option prices in the feb/march 2020 period in the 1 to 3 dollar range. There were no big gaps so stops should be filled near stoploss.
Was the strategy live at the time? There were some pretty shaky closes that I remember and liquidity was pretty hard to find
Isn’t it kind of “odd” that the manual exit is based on an external variable rather than something of the underlying? I mean, normally you could base an exit - somewhere between the spread and based on a solistic view of the trade - on e.g. some sort of optimized but robust point on a pdf curve. To me this exit seems a bit arbitrary? It does help in simplicity and defining losses though.
you can find the trades in the backtest but you can always choose not to trade when vix is eg above 30
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