AFL for trading Options.

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Well-Known Member
Hello Everyone,

Well it has been quite some time, I am posting here on TJ. I have been into system trading and I sincerely believe, system trading can make money. I want to make a system wherein the BUY SELL logic on the Fut/EQ price chart gives BUY/SELL on the (At the money) ATM strike of the option. The ATM criteria may be rounded off on some parameter. Example, 50 points on say Bank Nifty. Can someone help me in coding the same for selecting the nearest ATM Option Strike price based on Equity /Future price chart..

Idea is to use a simple BUY/SELL logic, example, EMA Crossover, for getting BUY SELL decision on Eq/FUT price, but when that happens, we trade the Options till we get an exit based on the same EQ/FUT price.

I want to go into joint development of the AFL if anyone is seriously interested in developing the same with me. I will want to do a lot of Backtest and Optimisation before going live with real money if the AFL so planned is developed.