Specification
Please go through it and let me know if you can help us to code this in AFL language
We already have a trading logic which has buy-sell , short-cover signals
unfortunately our knowledge in amibroker is limited to creating straterges & backtesting , we dont know much about backtesting options , option coding or strategies(like straddle , strangle , butterfly)etc
we need someone who knows how to deal with options strategies backtest...
basically we are into backtesting option trading of equity stocks
Our Requirements
creating a watchlist which has equity option scripts(150-200) - we also have this
if any of these scripts in watchlist gives a buy or short signal we will be doing a long strangle
1)strangle incense a bit modified one
ex: if acc has given a signal we need to spot the deepest OTM or the one which has lowest premium with enough liquidity
Brief explanation
code to find enough liquidity
liquidity = ref(v,-1)>1 and ref(v,-2)>1 ....... till...... ref(v,-10)>1; if there is any other way to find liquidity which you know , tell us that will be appreciated.
Both the PE & CE have to met this condition