Strategy Code Breakdown

Read every line of the MACD strategy: EMA math, the MACD/signal/histogram pipeline, and how crossover signals are detected.

Walk through the RSI calculation step by step: first-pass averages, Wilder's smoothing, and the oversold/overbought signal logic.

Understand the SMA calculation, why 50/200 periods are used, and how the Golden Cross and Death Cross crossover signals are detected.

Understand how Bollinger Bands are constructed from standard deviation, what "bandwidth" means, and how the squeeze breakout signal is generated.

Walk through the CRR binomial tree pricing model, how Greeks are computed via finite differences, and how the spread P&L is assembled from two option legs.

Walk through the Python implementation: CRR put pricing, the spread assembly with two put legs, and how the P&L diagram is computed over a price range.

Understand how CRR prices the sold put, what assignment probability means mathematically, and how annualized return on the collateral is calculated.

Walk through the four-legged options structure: how the call spread and put spread are combined, how breakevens are computed, and why net delta near zero is the goal.

A line-by-line tour of the exact functions in engine.ts that decide which stock gets a buy signal on any given day — and which gets ignored.

Once a buy signal fires, exactly which lines open the position, deduct cash, calculate shares, and eventually close the trade — traced through simulateStrategy and closeTrade.

Learn how to execute a bull call spread with actual options chain data: strike selection, bid-ask slippage, executability assessment, and practical order entry.