The Traderszone Network

Published in TZ Latest News 12 May, 2017 by The TZ Newswire Staff

Amibroker options backtest

Hello,

I’m evaluating Amibroker for backtesting options strategies.
Can anybody please point me to a simple example on how this can be done? Their support told me that they can’t provide it right now.

Also, please don’t try to sell me your consulting, I’m a programmer myself, it’s just not obvious on how I can select option chain and strike in amibroker’s API.

I found some Indian code, where it’s done like this: _N( Symbol1= ParamStr(“Strike1”, “NIFTY14MAR6000CE”) );

Obviously,…

read more