Backtest of Banknifty and Nifty via Zerodha historical data


Looking for python code to backtest banknifty and nifty short straddle and strangle combination strategy, with following variable:

1) any number of combination of banknifty and nifty ATM and ATM +/- CE and PE strike price

2) Date for which back test to be done

2) Entry time

3) %Stop loss (1-min time frame) (per strike)

4) % target (1-min time frame)(Shall be ignored if set Zero(0))

5) Exit time

Result for the same should be saved in CSV file.

Format of CSV

1)Include Date

2)Bank Nifty spot price (Entry time and Exit time only)

3) Nifty Spot price (Entry time and Exit time only)

4) BN Sell 1 Lot ATM PE

5) BN Sell 1 Lot ATM CE

6) BN Sell 1 Lot ATM+100 CE

7) BN Sell 1 Lot ATM-100 PE

8) N Sell 1 Lot ATM PE

9) N Sell 1 Lot ATM CE

will continue as per opted option of strike price...

Beceriler: Python, Excel, İstatistik, Veri İşleme

Daha fazlasını gör: backtest nifty options strategies, banknifty options backtesting, backtest banknifty, nifty option strategy backtesting, nifty strategies backtesting compare, backtest trading strategies free india, banknifty option backtesting, nifty backtesting, convrt data date format sql, macro download historical data yahoo finance, yahoo finance historical data developer, data encoder format, set historical data modify metatrader, split testing website using historical data, store data csv format, import historical data excel format, bse historical data excel format, nse bse historical data excel format, historical data nifty excel, nse historical data nifty excel

İşveren Hakkında:
( 0 değerlendirme ) Pune, India

Proje NO: #27798337

Bu iş için 3 freelancer ortalamada ₹12367 teklif veriyor


let me know you me to do your project with live algo in zerodha. I have already done many similar projects.

₹35000 INR in 30 gün içinde
(1 Yorum)

Hey there, I am a index option trader with experience of 2+ years. Playing with data is my day to day task and I have gone through the work details, its pretty good for me and I can promise to deliver the work in time Daha Fazla

1 gün içinde %bids___i_sum_sub_32%%project_currencyDetails_sign_sub_33% INR
(0 Değerlendirme)

Hi, We will Backtest of Banknifty and Nifty via Zerodha historical data. This is Quia-Timet Quality Int. Pvt, Ltd. (IT Company), with 20+ years of experience for providing quality services in Data Entry, MS Excel, MS W Daha Fazla

₹1500 INR in 7 gün içinde
(0 Değerlendirme)