Options can now be selected using both delta and stock out-of-the-money percent simultaneously.
Options meeting the backtested filters are ranked according to a score weighting the multiple entry parameters. For example, if you used ideal deltas, days to expiration, and yield percent criteria, we choose the simulated trade that most closely matches those inputs using a scoring system.
We added an exit rule called Strike Difference Percent Value. For spreads, the trade is exited if the value of the spread divided by the strike difference falls below or rises above min max ratios.
We've added the ability to use multi-symbol entry and exit date simultaneously to control when options trades are entered and exited.
NDX 2008-02-07 2009-03-12
SPX 2009-03-13 2010-04-16
EEM 2010-04-17 2011-05-21
EFA 2011-05-22 2012-06-24
QQQ 2012-06-25 2013-07-29
We've added the ability to combine multiple symbols backtests (mentioned above) with other multi-symbol or single symbol tests.
The user can now choose to buy or sell stock with option strategy.
We have improved underlying delta hedging, including hedging on an input number of days or delta levels to flatten deltas.
In the trades section, there are now stock trades and profit for delta hedging, covered stock, buywrite, stock overlay, married put, and other strategies that have a stock component.