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  • Atf Option Strategy Backtest

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    Shrikant Thombre
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    3 visualizações4 páginas

    Atf Option Strategy Backtest

    Enviado por

    Shrikant Thombre
    na

    Direitos autorais:

    © All Rights Reserved
    Baixe no formato XLSX, PDF, TXT ou leia online no Scribd
    Sinalizar o conteúdo como inadequado
    de 4

    Date Open High Low Close sell buy points

    27-Dec-18 10817.9 10834.2 10764.45 10779.8 call 10700 263 125 138
    28-Dec-18 10820.95 10893.6 10817.15 10859.9 put 10800 195 0 195
    31-Dec-18 10913.2 10923.55 10853.2 10862.55
    1-Jan-19 10881.7 10923.6 10807.1 10910.1
    2-Jan-19 10868.85 10895.35 10735.05 10792.5
    3-Jan-19 10796.8 10814.05 10661.25 10672.25
    4-Jan-19 10699.7 10741.05 10628.65 10727.35
    7-Jan-19 10804.85 10835.95 10750.15 10771.8
    8-Jan-19 10786.25 10818.45 10733.25 10802.15
    9-Jan-19 10862.4 10870.4 10749.4 10855.15
    10-Jan-19 10859.35 10859.35 10801.8 10821.6
    11-Jan-19 10834.75 10850.15 10739.4 10794.95
    14-Jan-19 10807 10808 10692.35 10737.6
    15-Jan-19 10777.55 10896.95 10777.55 10886.8
    16-Jan-19 10899.65 10928.15 10876.9 10890.3
    17-Jan-19 10920.85 10930.65 10844.65 10905.2
    18-Jan-19 10914.85 10928.2 10852.2 10906.95
    21-Jan-19 10919.35 10987.45 10885.75 10961.85
    22-Jan-19 10949.8 10949.8 10864.15 10922.75
    23-Jan-19 10931.05 10944.8 10811.95 10831.5
    24-Jan-19 10844.05 10866.6 10798.65 10849.8
    25-Jan-19 10859.75 10931.7 10756.45 10780.55 call 10700 288 92 196
    28-Jan-19 10792.45 10804.45 10630.95 10661.55 put 10800 172 6 166
    29-Jan-19 10653.7 10690.35 10583.65 10652.2
    30-Jan-19 10702.25 10710.2 10612.85 10651.8
    31-Jan-19 10690.55 10838.05 10678.55 10830.95
    1-Feb-19 10851.35 10983.45 10813.45 10893.65
    4-Feb-19 10876.75 10927.9 10814.15 10912.25
    5-Feb-19 10908.65 10956.7 10886.7 10934.35
    6-Feb-19 10965.1 11072.6 10962.7 11062.45
    7-Feb-19 11070.45 11118.1 11043.6 11069.4
    8-Feb-19 11023.5 11041.2 10925.45 10943.6
    11-Feb-19 10930.9 10930.9 10857.1 10888.8
    12-Feb-19 10879.7 10910.9 10823.8 10831.4
    13-Feb-19 10870.55 10891.65 10772.1 10793.65
    14-Feb-19 10786.1 10792.7 10718.75 10746.05
    15-Feb-19 10780.25 10785.75 10620.4 10724.4
    18-Feb-19 10738.65 10759.9 10628.4 10640.95
    19-Feb-19 10636.7 10722.85 10585.65 10604.35
    20-Feb-19 10655.45 10752.7 10646.4 10735.45
    21-Feb-19 10744.1 10808.85 10721.5 10789.85
    22-Feb-19 10782.7 10801.55 10758.4 10791.65
    25-Feb-19 10813.25 10887.1 10788.05 10880.1
    26-Feb-19 10775.3 10888.75 10729.3 10835.3
    27-Feb-19 10881.2 10939.7 10751.2 10806.65
    28-Feb-19 10865.7 10865.7 10784.85 10792.5 call 10700 294 668 -374
    1-Mar-19 10842.65 10877.9 10823.1 10863.5 put 10800 173 17 156
    5-Mar-19 10864.85 10994.9 10817 10987.45 11400 132 81 51
    6-Mar-19 11024.85 11062.3 10998.85 11053
    7-Mar-19 11077.95 11089.05 11027.1 11058.2
    8-Mar-19 11038.85 11049 11008.95 11035.4
    11-Mar-19 11068.75 11180.9 11059.85 11168.05 22050
    12-Mar-19 11231.35 11320.4 11227 11301.2 12975
    13-Mar-19 11326.2 11352.3 11276.6 11341.7 5550
    14-Mar-19 11382.5 11383.45 11313.75 11343.25 5775 10500
    15-Mar-19 11376.85 11487 11370.8 11426.85 19650
    buy sell points P/L
    11100 69 0 -69 186 75 13950
    10500 78 0 -78

    75 0 -75 224 75 16800


    63 0 -63
    11000 74 382 308
    10400 77 7 -70
    102

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