Drag Entries and Exits onto the Model surface. Each Entry should have at least one Exit under it. The Exit type (Sell, Cover) should match the Entry type (Buy, Sell)
You can drag one or more Conditions onto the Entries and Exits to define the Model's trading logic. If a Condition uses an indicator, you can choose any technical indicator, or a price component like open, high, low, close or volume.
You can drag a Qualifier onto a Condition to impose different behavior on it, such as enforcing that it occurs a certain number of days in a row.
This strategy is modified for stocks from one I found reported on an options trading forum (behind paywall) as follows:
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Here are the trading rules:
- Sell a put credit spread at 35-45 DTE, 20-30 delta when the Upper Bollinger Band (3, 3) is below the Lower Bollinger Band (20, 1).
- Close at 50% profit.
Bollinger 3,3 means Bollinger 3 period at 3 Standard Deviations. Bollinger 20,1 means Bollinger 20 period at 1 STD DEV.
I call it the Bollinger Bend because that upper bollinger bends down kind of like an elastic when it goes under the lower bollinger and more often than not it also flings back up again just like an elastic.
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| Summary | Model | Benchmark |
| Profit | ||
| Profit % | ||
| APR | ||
| Sharpe Ratio | ||
| Sortino Ratio | ||
| Exposure | ||
| Alpha α | N/A | |
| Beta β | N/A | |
| Profit Factor | ||
| Recovery Factor | ||
| Drawdown | Model | Benchmark |
| Maximum Drawdown | ||
| Maximum Drawdown % | ||
| Maximum Drawdown Date | ||
| Interest and Commission | Model | Benchmark |
| Commission Paid | ||
| Cash Interest Earned | ||
| Margin Interest Paid |
| Positions | Model | Benchmark |
| Number of Positions | ||
| Number of NSF Positions (not taken) | ||
| Win Rate | ||
| Average Profit | ||
| Average Profit % | ||
| Average Hold Time (Bars) | ||
| Winning Positions | Model | Benchmark |
| Number of Winners | ||
| Winning % | ||
| Winners Avg Profit | ||
| Winners Avg Profit % | ||
| Winners Avg Hold Time (Bars) | ||
| Losing Positions | Model | Benchmark |
| Number of Losers | ||
| Losing % | ||
| Losers Avg Loss | ||
| Losers Avg Loss % | ||
| Losers Avg Hold Time (Bars) |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| Position | Symbol | Quantity | Entry Date | Entry Price | Last Price | Profit | Profit % |
| Position | Symbol | Quantity | Entry Date | Entry Price | Exit Date | Exit Price | Profit | Profit % |
