I want to execute back testing on following parameters. If premium of ATM CALL is 50 points more than premium of ATM PUT then buy CALL. And if premium of ATM PUT is 50 points more than premium of ATM CALL then buy PUT. For e.g. If the underlying of BANKNIFTY is 44820 and CALL ATM premium (Premium of 44800 strike) is 300 and at the same time PUT ATM premium (Premium of 44900 strike) is 240. then buy CALL. And if PUT ATM premium (Premium of 44900 strike) is 300 and at the same time CALL ATM premium (Premium of 44800 strike) is 240. then buy PUT.
Please advice me How to run this test in your app?
