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Thinkscript Developer for Options Backtesting

$30-250 USD

Closed
Posted about 2 months ago

$30-250 USD

Paid on delivery
I am looking for a backtest code in thinkscript to run on thinkorswim platform, kindly read below strategy and let me know if you can code exactly using thinkscript and make it works perfectly for thinkorswim. Cover Call backtest strategy On thinkorswim platform Essentially, this is a calendar call: buying a longer-term option and selling a shorter-term option to start out. Then as the short option nears expiration, roll it to the next period. The long option could also be rolled to maintain adequate protection. Income is generated as theta decays on the short option. Action: 1. Buy a calendar call for ticker SPX (user input) at the beginning, date and time are user input.. This consists of 2 legs: a. Buying a six-months (user input) call with delta 90 (user input). Sometimes delta 90 is not available, then choose the next closest delta. If both higher and lower deltas are equal distance (e.g., 91 and 89), choose the higher delta, and b. At the same time, selling a shorter term (user input) call with delta 50 (user input). Sometimes delta 50 is not available, then choose the next closest delta. If both higher and lower deltas are equal distance, (e.g, 49 and 51), choose the lower delta. 2. At 3pm EST (user input) on the day of expiration of the shorter term call, roll i.e., buy back the shorter term call and sell a new shorter term of the next available expiration with delta 50 (user input). The longer term call should also be rolled, same expiration, to maintain a 90 delta, if necessary. 3. Repeat step 2 every day, week, or month (user input) until the end of the backtest period (user input). 4. Generate a report showing a transaction log with results and export to a csv file
Project ID: 37799267

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Active 18 days ago

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4 freelancers are bidding on average $150 USD for this job
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Hello, good time Hope you are doing well I'm expert in MATLAB/Simulink, Python, HTML5, CSS3, Java, JavaScript and C/C#/C++ programming and by strong mathematical and statistical background, have good flexibility for solve your project. I have many experience practical and theoretical in implementation different algorithms (such as: state estimation and Kalman filter, design controller, analysis closed loop stability, signal and systems, signal processing, heuristic optimization, fuzzy logic, neural network and machine/deep learning fields). Evidence of this claim exist in the portfolio. I have read your project description and I can help you (without any plagiarism). Please send me the details of your project. Thanks for attention 100% Jobs Completed, 100% On Budget, 100% On Time ⭐⭐⭐⭐⭐ 5-star reviews
$250 USD in 7 days
5.0 (18 reviews)
6.8
6.8
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Thinkscript is the platform for which my team and I are particularly trained and experienced in. As a group, Einnovention has successfully completed more than 248 Freelancer.com projects with a 4.9/5 rating for customer satisfaction. This speaks to our ability to consistently deliver excellent work. We have extensive knowledge of thinkorswim, down to all its intricacies, allowing us to confidently shape a reliable backtest code suitable for your options trading strategy. Moreover, we have a thorough understanding of Various Frameworks & Languages (such as CMS, ERP, PHP including Laravel, CodeIgnitor, CakePHP, Jquery, HTML3, HTML5, CSS, Ajax and Bootstrap), as well as Mobile App Development on IOS and Android using Flutter. We can utilize this diverse skill set to tackle any hurdles that might arise during the execution of your project.
$120 USD in 7 days
5.0 (1 review)
1.2
1.2
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A software house is a company that specializes in the development, design, and implementation of software products and solutions. These companies typically offer services such as custom software development, mobile app development, web development, and software consulting. They may work on projects for various industries, including finance, healthcare, e-commerce, and entertainment. Software houses employ teams of software engineers, designers, project managers, and quality assurance professionals to deliver high-quality software products to their clients.
$140 USD in 7 days
0.0 (0 reviews)
0.0
0.0
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I offer to develop a ThinkScript code for a Covered Call backtest strategy on the Thinkorswim platform, tailored to your specifications. This includes: Customizable inputs for executing precise trading strategies. Automated rolling logic for options based on user-defined criteria. Detailed transaction reporting with CSV export functionality. Qualifications: Expertise in ThinkScript and financial strategy implementation. Commitment to delivering accurate, user-friendly backtesting solutions. Looking forward to delivering a high-quality, efficient backtest code that meets your investment strategy testing needs.
$90 USD in 7 days
0.0 (0 reviews)
0.0
0.0

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Flag of NIGERIA
Lagos, Nigeria
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