The technique offered by the ORATS backtester parameter called 'EntryDays' allows multiple trades to be on at the same time. Staggering trades helps to smooth results especially in options strategies with long days to expiration.

For example, if you are testing a long dated put and the stock steadily drifts up before crashing down will have much different results depending when the put trade was entered. This is called a backtest suffering from 'path dependency'.

WheelEntryDays

Select 'EntryDays' and set the number of days you wish new trades to be entered. We use 30 days often but also have used down to 1 day between trades.

Still curious about how to put this trading strategy into practice? Watch the video for a demonstration of this technique:

related posts

Is Selling Options Still Worth The Risk? IPS Strategic Capital Cites ORATS Backtesting Data
Oct
08
Volatility, Backtesting, straddle, spx

Is Selling Options Still Worth The Risk? IPS Strategic Capital Cites ORATS Backtesting Data

"Selling premium is alive and well and money continues to pour into these strategies, which...

Read Post
Pros and Cons of the ORATS Backtester
Oct
07
Options Strategy, Backtesting, Options Signals, options trading

Pros and Cons of the ORATS Backtester

We were asked, "What are the pros and cons of your backtesting service?"

Read Post

We're here, if you need us.

Still curious how we can help you?




LET'S CHAT