FoxchaseTrading
New member
Does anyone know exactly how ThinkorSwim is backfilling/calculating the 0DTE bid/ask data for a 0DTE when you view it on the previous day? I've pulled the actual 1DTE data and it does not match at all. It was like a whole dollar off and some change. This is very strange and it's making my backtesting Python code more difficult when coming from Thinkscript...
EDIT: I realized I was looking at the wrong data. Looking at the 0DTE option on the previous day yields the same results as looking at the 1DTE on that previous day. So all is well.
The thing I'm still unsure about is how my strategy indicator is calculating its z-score. Like, at what point does it start calculating?
EDIT: I realized I was looking at the wrong data. Looking at the 0DTE option on the previous day yields the same results as looking at the 1DTE on that previous day. So all is well.
The thing I'm still unsure about is how my strategy indicator is calculating its z-score. Like, at what point does it start calculating?
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