I have a Bull Put Spread which needs to be tested as the price makes specific moves around the strike of the short option. I could backtest and just hope the price enters and moves in that region, but I how do I test it under a specific price trajectory.
Alexandre Catarino
Hi Bill Crocker ,
Thank you for your patience.
Interesting case.
You can use the Importing Data feature to upload the price time series with the specific price trajectory and use the Security.SetMarketPrice method to update the prices of the options contracts and underlying.
Best regards,
Alex
Bill Crocker
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