tastytrade Spreadsheet and thinkscript Segments

10 Day % Price Change (thinkscript)

(start below)

input length = 10;
input price = FundamentalType.CLOSE;
input pricePercentUP = 5.0;
input pricePercentDOWN = -5.0;

def priceday= Fundamental(price,period = aggregationPeriod.DAY);
def high=Highest(priceday[1],length);
def low=Lowest(priceday[1],length);
def PcntChHigh= 100 * (priceday / high -1);
def PcntChLow= 100 * (priceday /low -1);
def PercentChg = if(AbsValue(PcntChHigh)>=AbsValue(PcntChLow),
Round(PcntChHigh, 2),
Round(PcntChlow, 2));

AddLabel(1, Concat ("% Price Chng:", PercentChg ),if percentChg >= pricePercentUP then color.dark_green else if percentChg <= pricePercentDOWN then color.red else color.gray); 

(end above)

--------------------------------------------------------
IV Rank and IV Percentile (w/thinkscript)

Skinny on Options Data Science

Nov 12, 2015

Click here for the IVR and IVP Segment with the script.

--------------------------------------------------------

Spreadsheet for Calculating Expected Moves

Skinny on Options Data Science

May 5, 2016

Click here for the segment with the spreadsheet.

--------------------------------------------------------

Futures Cheat Sheet

WDIS: Trading Futures with Katie

July 15th, 2016

Click here for the segment with the spreadsheet

--------------------------------------------------------

Measuring Relationships (w/ thinkscript)

Skinny on Options Data Science

July 21, 2016

Click here for the segment with the script

--------------------------------------------------------

Vega's Impact (w/ thinkscript)

Skinny on Options Data Science

July 28, 2016

Click here for the segment with the script

--------------------------------------------------------

Portfolio Management w/ Dr. Data (Part 4) (Futures Values) 

Strategies for Trading Futures

August 9, 2016

Click here for the segment with the spreadsheet

--------------------------------------------------------

Portfolio Management w/ Dr. Data (Part 5) (Correlations)

Strategies for Trading Futures

August 16, 2016

Click here for the segment and the spreadsheet!

--------------------------------------------------------

Portfolio Management w/ Dr. Data (Part 6) (ROI)

Strategies for Trading Futures

August 23, 2016

Click here for the segment and the spreadsheet

--------------------------------------------------------

Tick Size and Notional Value thinkscript

Futures Measures

August 26, 2016

Click here for the segment with the thinkscript

--------------------------------------------------------

Max ROC on Covered Calls 

The Skinny on Options Data Science

September 8th, 2016

Click here for the segment with the spreadsheet!

--------------------------------------------------------

Portfolio Management w/ Dr. Data (Part 9)

Strategies for Trading Futures

September 13th, 2016

Click here for the segment with the spreadsheet!

--------------------------------------------------------

Probabilistic Stock Outcomes w/ Dr. Data

The Skinny on Options Data Science

September 15th, 2016

Click here for the segment with the spreadsheet!

--------------------------------------------------------

Hedging a Large Account w/ Dr. Data

The Skinny on Options Data Science

September 29th, 2016

Click here for the segment with the spreadsheet!

--------------------------------------------------------

Options Pricing Calculator w/ Dr. Data

The Skinny on Options Data Science

October 6th, 2016

Click here for the segment with the spreadsheet!

--------------------------------------------------------

Portfolio Management w/ Dr. Data (Part 13)

The Skinny on Options Data Science

October 11th, 2016

Click here for the segment with the spreadsheet!

 

 

Did you find this article helpful?