an_old_goat
Pine Script Rookie
Pine Script Rookie
Posts: 1
Joined: January 19th, 2022

Backtesting Options Strategies

Hi there

Am new to Pine script but am an old school software engineer and trader.

Just taking the covers off this tool in my search for a backtesting framework that I can use to:

A) Calculate implied volatility from closing prices
B) Backtest an options strategy (i.e. short PUT spread) based on entering positions - i.e. create order entries based on Sell strike, Buy strike, expiry, r, (calculated sigma) etc.

I see there are libraries for A, but not sure about B? Is this possible? Happy to code it up if the framework supports it

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