Hello all,
I have used both the OptionSimulate and the OptionSellRandom codes from the Algorithmic Options Trading article on the financial hacker to recreate the random option sell backtest, but I am unable to replicate the results from the article.
The closest I have gotten to is as shown below:
option_fh compiling................
Test: option_fh SPY 2012..2017
Assets assetsIB
Profit 0$ MI 0$ DD 0$ Capital 0$
Trades 256 Win 0.0% Avg -1.$p Bars 24
AR 0% PF -1.#J SR 0.00 UI 0% R2 1.00
- I have installed R on my PC, and have linked the Rterm in the Zorro.ini file.
- I have installed the RQuantlib package into the R terminal
- I have ensured that the dataload function opens the exact same "SPY_Options.t8" created using OptionsSimulate
- I include both r.h and contract.c files in the scripts
Has anyone else had a similar problem in the past? Heck, if someone can attach/ link to a copy of their setup that is working fine, I would appreciate that as well!
