A good tool for backtesting options

[xmms]

Hello,
I need a tool for mechanical backtesting options. For example:
I want to set up iron condor spread 80 points 10 days before expiring and test all the trades past 10 years. I want to generate statistic values of my strategy like ninjatrader does and see the equity curve. I couldn't find anything suitable.

 

[amnonco]

I think (not sure) think or swim has that option...
but you'll have to set up an account...

 

[xmms]

It has not. It has an thinkback modul. You can choose a date and it shows you historical price of selected options or spreads and you can track it and its price. But you cannot create selling and buying rules and run a strategy like ninjatrader or genesis.

 

[vimal1]

Hi guys
I am a full time trader and looking to hook up with someone else to explore different trading ideas and opportunities
I use Tradestation and can write code to a relatively easy degree. I am learning the code at present and this is my primary objective coupled with then testing many different strategy ideas I have

Anyone fancy hooking up with me?

I live in West London by the way so someone in London or near would be preferred

Regards

Vimal

 

[contango2]

ThinkBack data goes back to Jan 2003 and is free if you have a ThinkorSwim account.
OptionVue is more robust but cost $$$.

Some friendly advice:

If you are simply trying to do a set and forget 10 day before expiration Iron Condor I think you may be disappointed with the results without having an adjustment strategy....and 10 days before expiration on an IC does not leave you much room for adjustment.

Start off with a more adjustable position (something other than an IC) and plan on making adjustments as part of the day to day strategy.

Hello,
I need a tool for mechanical backtesting options. For example:
I want to set up iron condor spread 80 points 10 days before expiring and test all the trades past 10 years. I want to generate statistic values of my strategy like ninjatrader does and see the equity curve. I couldn't find anything suitable.

 

[amitgandhi]

Hi guys
I am a full time trader and looking to hook up with someone else to explore different trading ideas and opportunities
I use Tradestation and can write code to a relatively easy degree. I am learning the code at present and this is my primary objective coupled with then testing many different strategy ideas I have

Anyone fancy hooking up with me?

I live in West London by the way so someone in London or near would be preferred

Regards

Vimal

i live in north london and i am a full-time trader too. dont mind meeting up to exchange some ideas.

 

[meanreversion]

Hi guys
I am a full time trader and looking to hook up with someone else to explore different trading ideas and opportunities
I use Tradestation and can write code to a relatively easy degree. I am learning the code at present and this is my primary objective coupled with then testing many different strategy ideas I have

Anyone fancy hooking up with me?

I live in West London by the way so someone in London or near would be preferred

Regards

Vimal

Didn't realise t2w was a dating site ..

 

[vimal1]

its a great dating site.....but anyone with "senior" as part of their ID needs to queue at the post office on giro day and try and pull that way

Amit, drop me a PM and maybe we will get a "date" as our professional collegues kindly put it

 

[lopezpaulopez]

I use Forex Robot. I found it here http://www.freerobot2010.com. His praise, promise good income.
You can test this robot? I have it installed, but I can not understand how it works.

 

[maxima]

Didn't realise t2w was a dating site ..

brilliant! :clap: