Not Sure what is wrong

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Alex Garrison

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Sep 7, 2022, 4:26:48 PM9/7/22
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I am trying to test a strategy where if the following perimeters exist:

Stock is above 200 SMA

Stock is above 50 SMA 

Stock's 50 SMA is above it's 200 SMA 

Stock's 14 day RSI is above 70


Then a Short Call Spread is opened between 30-45 days exp, short strike at .3 delta and long strike 1 dollar above short strike. 

Not sure what I am doing wrong? I know for sure that there should be some trades opening during the time period that the backtest is being run for but I am still getting "No transactions"



OptionStack

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Sep 7, 2022, 4:35:48 PM9/7/22
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It takes X number of "bars / ticks" for a technical study to be fully initialized.  For example, a 200 period SMA will take 200 "bars" to be fully initialized from the start of your backtest date.  

You may need to upgrade your plan to plan with a longer backtest time range to use studies that have a longer time period.  Or you can shorten the time period used in your technical studies.  (i.e. shorten 200 SMA to 20 SMA, etc..)

For additional help on debugging your strategies, please see:


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