This is the backtest for an intraday option trading strategy. It is running with Tradier. The entry size is roughly $60,000 per trade.
The profit $ numbers are correct, but the quantities are under by a factor of 10 and the profit (loss) % is over by a factor of 10.
Futures Mode is enabled.
The profit $ numbers are correct, but the quantities are under by a factor of 10 and the profit (loss) % is over by a factor of 10.
Futures Mode is enabled.
QUOTE:
Symbol Quantity Entry Date Entry Price Exit Date Exit Price Profit Profit %
QQQ240327C00444000 15 3/21/2024 9:35 6.58 3/21/2024 10:45 5.7 -13200 -133.7386018
SPY240327C00520000 18 3/21/2024 9:35 5.01 3/21/2024 11:10 5.13 2160 23.95209581
QQQ240328C00448000 14 3/21/2024 10:55 4.24 3/21/2024 11:10 3.8 -6160 -103.7735849
QQQ240328C00448000 14 3/21/2024 11:30 4.1 3/21/2024 12:50 4.47 5180 90.24390244
SPY240328C00524000 20 3/21/2024 11:40 3.06 3/21/2024 12:45 3.19 2600 42.48366013
SPY240328C00524000 20 3/21/2024 13:50 3.01 3/21/2024 13:55 2.88 -2600 -43.18936877
SPY240328C00523000 18 3/21/2024 14:35 3.28 3/21/2024 14:40 3.05 -4140 -70.12195122
SPY240328C00523000 20 3/21/2024 15:20 2.97 3/21/2024 15:45 2.93 -800 -13.46801347
SPY240328C00523000 20 3/21/2024 15:50 3.05 3/21/2024 15:55 2.93 -2400 -39.3442623
Rename
I'll look into it.
The Tradier Provider isn't currently assigning the $100 Point value to the contract's SymbolInfo.
Fix for the next update - (Example, with $60K fixed sizes:)
For now, you can fix it by creating wildcard records like this one that assigns a 100 Point Value. You'll need one that has 16, 17, 18. and 19 "#" signs to cover all the underlier lengths -
Fix for the next update - (Example, with $60K fixed sizes:)
For now, you can fix it by creating wildcard records like this one that assigns a 100 Point Value. You'll need one that has 16, 17, 18. and 19 "#" signs to cover all the underlier lengths -
Thank you. It's not urgent. I can fix the data in a speadsheet. (I am trying your suggestion of keeping a daily record of the backtest. So far, much more reliable than using IB Dummy Broker, as long as you remember to do it.)
Will the update be a Tradier extension or WL update?
Will the update be a Tradier extension or WL update?
Tradier Extension.
But it will take only 2 minutes to create these symbol records. Make one with 16 # and save it. Then click "Create a Copy", add one more #, save. Do that 2 more times. No spreadsheet correction required.
But it will take only 2 minutes to create these symbol records. Make one with 16 # and save it. Then click "Create a Copy", add one more #, save. Do that 2 more times. No spreadsheet correction required.
Your Response
Post
Edit Post
Login is required