Wrong strike prices taken while backtesting

manas

Hi, I tried to backtest nifty options with below
Leg1 sell ce ITM1 at 9:55am with 25pts as SL and square off at 3:15
Leg2 sell pe ITM1 at 9:55am with 25pts as SL and square off at 3:15

When I checked the backtest data it is taking ATM for CE and ITM2 for PE
I am attaching some screen which i tried
and can some one help if you have the same issue

Thanks
Manas

varun

hv tested its abs.fine .. taking 1itm in both ce/pe

manas

16th nov 9:55am nifty was at 19694
So itm1 call should be 19650ce and itm1 put should be 19750pe
But back test results shows 19700ce and 19800pe which is wrong

I have attached the screen also that shows the same

varun

fr rest of days also its fine .. do the bt again

manas

I ran it again and now it looks fine. Thanks for that quick response 🙂

varun

manas knew u were doing mistake .. m.welcome 🙂

Ramneet

Hi manas,

I hope the issues were resolved, if you still have any queries. Please let us know.

Thanks varun for helping.

manas

I didn't do any mistake but some how the data was wrong. after checking the legs and results i posted here. you can see in screen shots.