Back Testing Help

kjf

Newbie
1 0
I am looking for a way to backtest some complex futures option strategies ie: iron condor while taking positions in the underlying market with futures contracts at the same time. I know this may have to be programmed specifically for my criterion but was hoping someone could offer a suggestion on a software program that may offer a solution or at least be able to be programmed without having to start from scratch.

Thanx
 

CostaKapo

Active member
164 12
I am looking for a way to backtest some complex futures option strategies ie: iron condor while taking positions in the underlying market with futures contracts at the same time. I know this may have to be programmed specifically for my criterion but was hoping someone could offer a suggestion on a software program that may offer a solution or at least be able to be programmed without having to start from scratch.

Thanx

Think or Swim

 

CostaKapo

Active member
164 12
One thing that annoys me about ThinkOrSwim is with papertrading you're forced to reset to $200,000 unlike with Schwabs OptionsXpress you can change your balance to be a $400 account or $10,000 etc etc
 

ACstudio

Active member
138 14
Ye the reset default is 200K....but from there you can add or subtract a dollar amount. Just right click on one of the tiny dots to the left of a position on the monitor tab and select "adjust cash" and you can add to your account or subtract by adding a negative number.
 

CostaKapo

Active member
164 12
Ye the reset default is 200K....but from there you can add or subtract a dollar amount. Just right click on one of the tiny dots to the left of a position on the monitor tab and select "adjust cash" and you can add to your account or subtract by adding a negative number.

I don't know why I haven't been able to figure that out after all these years LOL :eek:
 

ACstudio

Active member
138 14
Thinkorswim doesn't have backtest capabilities does it?

Yes it does....goes back like 5 years or something. It is not the kind of thing where you can put in values and it spits out numbers. It's more like a simulator where you can go back and make trades then see what heappens. You can watch it go by up to 3x speed or just change the dates to see what happens from one date to the next.
 
 
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