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How to BackTest Stock Options

Indices are divided according to two expiry dates:​

Weekly and Monthly Expiry Indices​

Monthly Expiry Indices​

Stock Options​

Market Selection​

Strategies​

Intraday​

  • Entry Time: The time at which we want to enter our strategy.
  • Exit Time: The time at which we want to exit our positions.
  • Restrict re-entry time.

BTST​

  • Entry Time: The time at which we want to enter our strategy.
  • Exit Time: The time at which we want to exit our positions.

Positional​

  • Entry Time: The time at which we want to enter our strategy.
  • Exit Time: The time at which we want to exit our positions.
  • Trading days before expiry.
  • Example of calculating trading days.

Additional Settings​

Legwise Settings​

Leg Builder​

  • Segment
  • Lot
  • Position
  • Option Type
  • Expiry
  • Strike Criteria
  • Strike Type

Add Leg​

Customization​

Overall Strategy Settings​

Backtesting​

  • Save the strategy and run the backtest for a chosen time.

SEBI Changes Toggle​

  • Turn OFF the toggle to exclude backtesting data before the implementation of SEBI changes.