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by an_old_goat
Wed Jan 19, 2022 7:35 am
Forum: General Trading Discussions
Topic: Backtesting Options Strategies
Replies: 0
Views: 4564
 
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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 ente...

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