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Mistake in covered call option tutorial backtest #360

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LouisSzeto opened this issue Oct 22, 2021 · 0 comments
Open

Mistake in covered call option tutorial backtest #360

LouisSzeto opened this issue Oct 22, 2021 · 0 comments

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@LouisSzeto
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From community thread:
https://www.quantconnect.com/forum/discussion/12504/covered-call-tutorial-mistake-quantconnect-com-tutorials-applied-options-covered-call/p1

The first embedded backtest was having a logic error on buying a covered call option instead of selling. The line
self.MarketOrder(self.call, 1)
should be
self.MarketOrder(self.call, -1)
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@LouisSzeto