Find Jobs
Hire Freelancers

ThinkScript Strategy Backtest Development

$30-250 USD

Închis
Data postării: 2 luni în urmă

$30-250 USD

Plata la predare
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
ID-ul proiectului: 37781864

Despre proiect

2 propuneri
Proiect la distanță
Activ: 26 zile în urmă

Vrei să câștigi bani?

Avantajele de a licita pe platforma Freelancer

Stabilește bugetul și intervalul temporal
Îți primești plata pentru serviciile prestate
Evidențiază-ți propunerea
Te înregistrezi și licitezi gratuit pentru proiecte
2 freelanceri plasează o ofertă medie de $195 USD pentru proiect
Avatarul utilizatorului
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 în 4 zile
5,0 (2 recenzii)
4,2
4,2
Avatarul utilizatorului
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 în 7 zile
0,0 (0 recenzii)
0,0
0,0

Despre client

Steagul NIGERIA
Lagos, Nigeria
0,0
0
Metoda de plată a fost confirmată
Membru din feb. 18, 2024

Verificarea clientului

Mulțumim! Ți-am trimis prin e-mail linkul pe care trebuie să-l accesezi pentru a revendica creditul gratuit.
A apărut o eroare la trimiterea e-mailului. Încearcă din nou.
Utilizatori înregistrați Totalul proiectelor postate
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Se încarcă previzualizarea
S-a oferit permisiunea de depistare a locației.
Ți-a expirat sesiunea pentru conectare sau te-ai deconectat. Conectează-te din nou.