First of all, I am trying to create a strategy to backtest on quantra but it is not allowing to make one.
It is only allowing with "predefined strategy template".
When chosen one of the NSE Bollinger Band ,strategy–its throwing error:
line 24, in initialize
Symbol 'NIFTY-I' was not found.
Please let me know how can I create a fresh strategy to backtest and how do I resolve above error ?
Lastly how can I backtest Options Volatily here ? I mean how do I get data for the same ?
NIFTY-I is the symbol for (rolling) first futures on NIFTY 50. You should choose the NSE minute data-set. This data-set has NSE F&O stocks and futures data (including NIFTY and BANKNIFTY futures). NSE daily data-set tracks NSE 500 stocks and has no futures. For more on data-set on Blueshift, please visit the data-set section on the help.
To create a fresh strategy, just choose any template and delete the entire content and write your own.
We do not support options data yet on Blueshift, but this us something on the card. While there is not concrete ETA for it, it should be availalbe sometime early next year!