OPEN-SOURCE SCRIPT
Deviation Back Tester (Great for Credit Spreads)!
Error with math fixed in this one. Please use this one.
This is great for credit spreads! Lets say you wanted to know if you had sold a 15% OTM Bull Put vertical 2 months out, how often would you win? This Turns green if you would have been correct with your credit spread had it expired on that date, or red if you would've been wrong. Great for Back testing!
This could also be used for ATM debit spreads credit spreads etc. Example, how often does SPY deviate outside a 10% range relative to two months, 5% (if your doing straddles perhaps) etc.
This Can be used with any stock.
PLEASE KEEP IN MIND THAT IT TESTS DEVIATION IN BOTH DIRECTIONS. THEREFORE IT WILL HIGHLIGHT RED ON BOTH THE UPSIDE AND DOWNSIDE. WHEN BACKTESTING BE SURE TO CHECK WHETHER IT IS RED BECAUSE OF DOWNSIDE OR UPSIDE.
This is great for credit spreads! Lets say you wanted to know if you had sold a 15% OTM Bull Put vertical 2 months out, how often would you win? This Turns green if you would have been correct with your credit spread had it expired on that date, or red if you would've been wrong. Great for Back testing!
This could also be used for ATM debit spreads credit spreads etc. Example, how often does SPY deviate outside a 10% range relative to two months, 5% (if your doing straddles perhaps) etc.
This Can be used with any stock.
PLEASE KEEP IN MIND THAT IT TESTS DEVIATION IN BOTH DIRECTIONS. THEREFORE IT WILL HIGHLIGHT RED ON BOTH THE UPSIDE AND DOWNSIDE. WHEN BACKTESTING BE SURE TO CHECK WHETHER IT IS RED BECAUSE OF DOWNSIDE OR UPSIDE.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script open-source
Dans l'esprit TradingView, le créateur de ce script l'a rendu open source afin que les traders puissent examiner et vérifier ses fonctionnalités. Bravo à l'auteur! Bien que vous puissiez l'utiliser gratuitement, n'oubliez pas que la republication du code est soumise à nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.