指定
I’m looking for someone experienced with Think or Swim to create a backtesting script for an in-the-money Iron Condor strategy using options on the SPX. The strategy involves setting up 10 contracts of an Iron Condor with a 10-point spread width and a net credit requirement of $11 per contract. The goal is to backtest the performance over the last three years, focusing on trades where the SPX closes outside a 20-point range, with one side of the Iron Condor expiring in the money. The backtest should calculate net profit and loss, accounting for a weekly setup of these trades. Please ensure the code is well-documented and easy to adjust for different credit thresholds and date ranges. Can you do this? Also, what would the cost be for this project?
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仲裁计数1