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Hello,
Since the logging system is so restricted and doesn't allow us to log trades opened to google sheets or an external system, I am trying to figure out if I can trust the backtests statistics.
I am opening vertical spreads in my code, but the “orders” tab show individual options, which makes it impossible to gauge how many orders were opened/closed and how are the profit/loss calculated. All these values look wrong to me.
Has anybody run backtests on spreads and can verifiy the auhenticity and reliability of the backtests?
Mia Alissi
To further assist Dee with understanding and implementing vertical spreads in QuantConnect, here are some example algorithms and strategies that can be useful:
Long Call Calendar Spread:
Short Call Calendar Spread:
These examples can help in understanding how to structure and analyze spread strategies in QuantConnect. By reviewing these algorithms, Dee can gain insights into handling option spreads and interpreting backtest results more effectively.
Sources: Long Box Spread - QuantConnect.com, Results - QuantConnect.com, Results - QuantConnect.com, Bull Call Spread - QuantConnect.com, Bull Put Spread - QuantConnect.com
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Dee Znut
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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