[amibroker] Simulating Option Trading, AmiBroker Email List Archive

I was trying to simulate option trading using Amibroker. For my Index, I have imported the near month and far month option data as follows:

A ticker symbol IND_2000_CE_1, means a call option expiring in the near month with a strike price of 2000. IND_2000_CE_2 would mean an option expiring a month after the current month.

Now, I want to implement a calendar spread as follows. First, I will identify the closest expiry price on the 13th of each month. Then, I will short the far month (eg IND_2000_CE_2) and buy the near month series (IND_2000_CE_1). On the option expiry day, I will cover the Far month series and sell the near month series. My code looks something like this.

SetTradeDelays(0,0,0,0);
SetOption("PriceBoundChecking",False);

y = Year();
m = Month();
d = Day();
w = DayOfWeek();
IndexC = Close;
Buy=Sell=0;
DayBuy = 13; //Optimize("Day",0,1,23,1);
for(i=0; i < BarCount; i++){
    if(d[i] == DayBuy){
        Buy[i] = 1;
        //Short[i] = 1;
        NP = int(IndexC[i]/100)*100; //Find the closest series
        TickerNear = "NIFTY_"+NP+"_PE_1";
        TickerFar = "NIFTY_"+NP+"_PE_2";
        ShortArray = Foreign(TickerNear,"Close");
        BuyArray = Foreign(TickerFar,"Close");
        BuyPrice[i] = BuyArray[i]-ShortArray[i];
        //ShortPrice[i] = ShortArray[i];
    }
    if(ExpiryDay(y[i],m[i],d[i],w[i])){
        Sell[i] = 1;
        //Cover[i] = 1;
        SellArray = Foreign(TickerFar,"Close");
        CoverArray = Foreign(TickerNear,"Close");
        SellPrice[i] = SellArray[i]-CoverArray[i];
        //CoverPrice[i] = CoverArray[i];
    }
}
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);

Currently, I am facing two problems:

1. Though I am able to use the price of options when buying selling (using Foreign), when I do a Buy and Short on the same day, Amibroker automatically interprets it either as a Buy or Sell depending on backtester settings (instead of a Buy and Short which will be later followed with a Sell and Cover). Is there any way to force Amibroker to accept a buy and short for the same day?

2. Though the code above gives correct results, I am not able to exploit the complete power of Backtester because the drawdown figures are meaningless (It assumes, it is deriving the price from the index -- where as it is working on a different ticker (for the options). Any fix to this problem?

Thanks,
Zee