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FAQs
Does your data for backtests include weekly options on indexes?

Yes. Data does include weekly Options on indexes. You can trade monthly only or include weeklys. You can select the weekdays you want to trade as well as the exact days to expiration.

Does it work in the binary options trade?

No. Please note that eDeltaPro DOES NOT perform backtest on Binary Options.
Our data relates to Options trading on US stock markets only

Binary options are an exotic instrument traded outside the U.S.
They are not regulated

Do I have to use Delta to Define the trade strategy?

Yes, We use Delta to define the strategies to backtest. The reason for that is that it allows for more consistent comparisons. Both over time and between different symbols. If you run a 12 years test, a $5 dollar width between strikes is a 2.5% when the stock is at $200, but is significantly higher percentage when the stock was trading at $80 12 years ago. Add to that any splits and it can get very messy very quickly. Deltas avoid any of these issues.

Delta also works across symbols. If your strategy is to buy a straddle at 16 deltas in Apple, that same strategy can be tested on any other symbol, even if the prices of the other underlying is half the price of Apple, or if it is ten times higher.

You can also define your strategy is dollars of in percentage from the underlying.

Can specify the backtest using fixed dollar amounts, ex test a $5 spread?

Yes. You can specify your strategies using Deltas, Dollar amounts, or Percentages prices of the underlying.

The default way to specify a backtesting strategy is to use Deltas.

Advantages of using delta:
- Allows you to run tests over extended periods
- Allows you to run the test on different symbols with the same definition
- Permits to replicate the backtest on your real-world trading.

You can also set up one leg in Deltas. Then use that first leg as a reference to place a second one at a fixed dollar difference. See the Guide on how to set up fixed width strategies

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