Search the Community
Showing results for tags 'backtesting'.
Found 4 results
-
Is volatilityhq website down? Are you guys experiencing problems reaching the site????
-
Hello. I have a few questions/comments about backtesting in TOS. 1. If you select that you entered a trade in TOS using the thinkback tool, is the price you enter supposed to be based on the opening price for legs in the options spread for that day? 2. When you close the trade does thinkback assume you are getting the mid of closing price for the legs in the options spread that date? 3. Is it the closing price for the underlying that day? I always assumed it was based on closing prices, but I just wanted to check. Also, I see this as a major issue with backtesting in TOS, you can only base it on whatever open/close condition it uses. Thank you! Richard
-
Kim, when backtesting the pre-earnings calendars, is the idea to track the price of the ATM spread each day in the runup to the historical earning date, whatever the ATM strike price happens to be on a particular day? For example, FSLR calendar: the underlying might be 60.00 on Monday, 62.50 the next day and 65.00 the next day etc -- do you look at the price of the 60 calendar on Monday, the 62.5 calendar on Tuesday and the 65 calendar on Wednesday?
-
I keep thinking I am missing something but I think TOS thinkback may have some major defects. Take a look at ABT (Abbott Labs) "Last" price on 7/10/2012: 65.67 Then TOS thinkback says for 7/11/12 "Last" 65.18, Net Chng, +.02 This VERY wrong. 65.67 to 65.18 represents a decrease in price NOT a +.02. Am I missing something? Thanks!
