Re: [amibroker] Curious about AmiBroker and Options trading...

[Jonathan VanClute <lovingoptions@xxxxxxxxxxxxx>]

On 12/12/03 3:31 PM, "john gibb" <jgibb1@xxxxxxxxxxxxx> wrote:

Hi Jonathan,

I'm an options trader as well and, although Amibroker handles OHLC, OI, and
Volume data for options directly, it does not, AFIK, do the same for Bid and
Ask, which reflect Implied Volatility.

Hmmm... That MIGHT actually be enough for me, since I already get real time Bid/Ask & IV (and everything else really...) in my trading client through my broker (thinkorswim.com).  I just don&#8217;t have any automated strategy-testing tools, which is what I want so I can play with some theories I have regarding options pricing.

PS: Does DTNiq provide real-time bid, ask, volume and open interest?

I think so, but to be honest I&#8217;m not sure since I got DTN really just so I could have several months&#8217; worth of historical data to backtest with using another program.  That program has wound up not being able to do quite what I had hoped, and is much more expensive than AB, so I want to see what AB can do with the DTN datafeed I already have access to.

Best bet is to check their website, although I have gotten different information from the website and from speaking to them on the phone, so that may not be entirely useful either...

Thanks again!

Jonathan

----- Original Message ----- 
From: "vanclute_rat" <lovingoptions@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, December 12, 2003 2:03 PM
Subject: [amibroker] Curious about AmiBroker and Options trading...


> Hi everyone, I'm not an AmiBroker user yet, but I'm considering it.
> The thing is, I specifically trade Options only.  It seems that
> AmiBroker doesn't support options at all, am I wrong in this?  I
> have a data vendor already (DTNiq) who does supply options data,
> live and historical, and I'm largely interested in system testing
> and backtesting on this historical options data.  If I have a symbol
> that my data vendor supports, is there a reason why it wouldn't work
> within AmiBroker?  It seems that as long as my vendor recognizes it,
> data is data is data is data and I should be able to analyze
> anything, no?
>
> Thanks for the info everyone,
>
> Jonathan
>
>
>
>
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