Backtesting Covered Calls
Author: gfullmer
Creation Date: 1/25/2010 12:27 PM
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gfullmer

#1
Hi Folks,

I would like to back test a couple of covered call strategies. Has anyone done that here? Here are a couple of systems that I have been using or contemplating using:

John Brasher's Super Put Strategy - CallWriter.com (or http://www.prweb.com/releases/callwriter/naked_put_superput/prweb557064.htm)
Kim Snider's SIM (http://www.kimsnider.com/)

Accurate option data for back testing is one problem. Anyone see any others? Are their any examples in WeathScript? or any other scripting language?

Thanks,
Glen
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Eugene

#2
Wealth-Lab has no option support. You can browse scripts on the old site: ChartScript Family - Option Scripts and read posts in the User Forum - Option Trading and Backtesting.
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