tag:blogger.com,1999:blog-9037227913857168302.post7775546604810596077..comments2023-12-29T04:06:49.319-08:00Comments on Smoothprofit: Sold FXI Feb$36.5 Put and its return on capitalCharleshttp://www.blogger.com/profile/08687636210209057326noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-9037227913857168302.post-23014585699578088172017-10-14T14:06:48.256-07:002017-10-14T14:06:48.256-07:00Hi,
After going through my old documents, I think...Hi,<br /><br />After going through my old documents, I think I found the complete script (there were a few lines missing in the original post for some reason).<br /><br />#---------------------------------------------------------------------<br />#This script calculates Annual Return On Secured Cash for selling puts<br />#AROSC = [Profit/(Strike - Credit)] * (365/Days)<br />#--------------------------------------------------------------------- <br /><br /># 1. AROSC at entry for option life span<br />def SoldCredit = OptionPrice();<br />def Days = GetDaysToExpiration();<br /><br />plot AROSC_Life = (SoldCredit / (GetStrike() - SoldCredit)) * (365/Days) * 100;<br /><br /># 2. AROSC for 30 day trading only<br />def Profit = - SoldCredit + SoldCredit[30];<br /><br />plot AROSC_30D = (Profit/(GetStrike() - SoldCredit[30])) * (365/30) * 100;<br />-------------------------------------------<br /><br />Hopefully the following answers your questions.<br />1. close price is used.<br />2. aggregation period is daily.<br />3. the option type is determined by the option symbol you put in symbol box at the top left corner of the chart. If you put a call option symbol, the script will calculate the call option ROC.<br /><br />Thanks<br />CharlesCharleshttps://www.blogger.com/profile/08687636210209057326noreply@blogger.comtag:blogger.com,1999:blog-9037227913857168302.post-16866461639549693782017-10-12T10:46:50.847-07:002017-10-12T10:46:50.847-07:00Hi Charles,
I just came across your website after...Hi Charles,<br /><br />I just came across your website after a web search on thinkscript and getdaystoexpiration. I am interested in your thinkscript calculation for AROSC. I am trying to understand what credit value is used in your calculation. Last bid price?, last mark price? other value? What aggregation do you use? Opt Exp or other? Also one can sell either Puts or Calls. How does your script determine option type? We look forward to your response. Thank You.Anonymousnoreply@blogger.com