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Script to backtest calendar spread


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Script to backtest calendar spread

  #1 (permalink)
apollo23
Singapore
 
Posts: 12 since Feb 2020
Thanks Given: 4
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hi

looking for a script to backtest calendar spread.

is it possible?

thanksS

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  #2 (permalink)
VanDriver
Jackson, MS
 
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No, that is not possible in thinkscript.

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  #3 (permalink)
 dynoweb 
McKinney, TX
 
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apollo23 View Post
hi

looking for a script to backtest calendar spread.

is it possible?

thanksS

I wasn't able to do this in TOS so I've written a program to automatically test various option trades, but I'm not sure there's anything available in the public domain.

What are you trying to test?

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Last Updated on September 14, 2020


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