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.
