I need a option strategy afl which will allow me to backtest my options strategy in amibroker. The options data will come from [login to view URL]
I need you to provide me a solution for keeping the option data (as it will be many script strike-month combination) and also write the following strategies.
1. Short strangle x% from current price
2. ratio spread
3. naked short put/call
4. iron condor
You would also need to write a data extractor/scrapper to extract eod option price data from the above link.
Hi,
I am an Algo trader.
I am using amibroker for live trading from past 3years.
I trade in Indian index options too. I can develop the framework you need.
i can also provide with a python script to download and store daily EOD historical data from NSE Website from 1st january 2016 till today.