Anyone able to code AFL for options..
Looking for something like this..
BUY Condition= conditionA
SELL Condition= conditionB
Short Condition = conditionC
Cover Condition = conditionD
When BNF futures triggers conditionA, it should signal a BUY in CE.
CE to be above 100 points of BNF level...
Even I will support u on this, u r right when u say, signals may be genrated at different time..
What I want is when we get a Buy/Sell signal on future chart, it should give the same signal of the CE/PE chart in the same candlestick.
Which CE/PE to be selected for giving the signal, will be...
I am thinking of building a option trading afl.
What i m looking for is..
If system gets a BUY/SHORT/SELL/COVER condition on any logic..
For ex: a MA crossover system, the same time it shall be generated on the CE/PE..
The difference between the SPOT price and CE/PE Strike price can be set...
The intention to double the position size was well planned and I acknowledge your decision. But with my experience I will disagree on your point of cutting the position to half and one-fourth with system drawdown increases.
My version on the same is as follows:
When will u get d result of testing? And from how long have u been testing it?
Moreover, pls share your insights on further ideas of reducing slippage..
And without disagreement, I agree to your words that slippage cannot be altogether ignored but we should make efforts to reduce it tominimum...
Sir, seems the just very fine material I was looking for..
have gone through your full thread all at once.. but everything I needed was almost there..
Some more queries for you..
I have paper tested my Amibroker strategy on Symphonys simulated environment.. I wish some...