BACKTESTING DAYTRADING/GAMBLING STRATEGIES OF STOCK OPTIONS

[buddyfox]

HELLO GUYS,

I NEED TO BACKTEST THE FOLLOWING SCENARIO.

SOME STOCK OPTIONS FALL FREQUENTLY ON LEVELS OF -40% AND -60%

I NEED TO BACK TEST A INVESTMENT ON THESE DOWNS.

FOR EXAMPLE.

INVEST 2/3 OF CERTAIN AMOUNT OF MONEY WHEN IT FALLS -40%

AND 1/3 IF IT GOES TO -60% FOR EXAMPLE.

AWAYS SELL ON CLOSING OR IF IT GAINS 30%.

I AM A PROGRAMMER BUT DONT KNOW HOW TO BACKTEST IT.

SOMEBODY COULD HELP ME ?

THANKS.