you can also find the bid/ask there per minute..
you can find the trades in the backtest but you can always choose not to trade when vix is eg above 30
Please look at the spx option prices in the feb/march 2020 period in the 1 to 3 dollar range. There were no big gaps so stops should be filled...
Sure, they are tricky. But since start the realtime results match The backtest results.
No, i'm not the programmer. Regarding your other questions, please have a good look at the site, you can figure it out..
It ueses The high price of The option (timeframe 15m). See also backtest url
Please check this url, here you can backtest on different times: https://tradeautomationtoolbox.com/byob-ticks
So directional (delta or vol) is not really needed..
I also backtested this strategy for the last hour. With 10 cent slippage and tx costs included you earn on average 56 dollar a day with one...
Most customers lose money because they take profit to early but they don't cut there losses... Professionals let the winners run (add positions)...
sure you will be long 70 delta instead of 40 delta. Less protection, but more profit when markets go up..
your stocks are delta 100, so if you dont close them at delta 50 your profit is going down if the market is going up any further. If you roll them...
Maybe you can sell 2 calls of delta 30 (Month) against 100 stock. Roll them to the next month when they become 100 delta together.
Done with https://www.textfixer.com/tools/add-line-breaks.php
Separate names with a comma.