Best Platform for Backtesting a Leaps and Covered Call Strategy?

Kirribilli · Sep 17, 2018

Will Ninja Trader or RT do this? Thoughts on others?

RedDuke · Sep 17, 2018

Kirribilli said:
Will Ninja Trader or RT do this? Thoughts on others?

You can not use options in NinjaTrade

lindq · Sep 17, 2018

Kirribilli said:
Will Ninja Trader or RT do this? Thoughts on others?

Send your question to InvestorRT: support@linnsoft.com

One of your biggest issues is data. Naturally you'll need both equities and options, and the issue with the options data is that it's very difficult to rely on past data for a fill, given the wide spread in many equity options.

CML_Ophir · Sep 17, 2018

You can do all of this with the click of two buttons on the CML Trade machine (option back-tester). See for yourself in the video in the middle of the page, here: Trade Machine

lindq · Sep 17, 2018

CML_Ophir said:
You can do all of this with the click of two buttons on the CML Trade machine (option back-tester). See for yourself in the video in the middle of the page, here: Trade Machine

I don't know your software so I can't endorse it...but the video is well done.

CML_Ophir · Sep 17, 2018

That's a good enough endorsement for me -- appreciate the kind words.

ISAAC22 · Sep 17, 2018

Just getting started backtesting strategies and I have a few questions:

I code a lot in R and python and wanted to download data and backtest on my own. A bunch of places are available to download prices and volumes, but other measures (e.g. PE ratio, ratings) are not easy to download for multiple stocks at once....at least I can't find anywhere that allows me to do this. Suggestions?

For those of you fluent in some programming language, why do you use platforms like NinjaTrader, TradeStation, etc.? After reading threads here, I am thinking that I shouldn't try to do this on my own, but still not sure why not. It seems that downloading and coding in a language that I know would be much faster and easier than learning a new platform...but maybe not?

Thanks for any help!

RedDuke · Sep 17, 2018

CML_Ophir said:
You can do all of this with the click of two buttons on the CML Trade machine (option back-tester). See for yourself in the video in the middle of the page, here: Trade Machine

Can I use your tool to test options on futures. ES e-mini specifically.

CML_Ophir · Sep 17, 2018

We only have equity, ETF, and index data. Now futures. So, you could use, like SPY, for example, or SPX, but not ES

RedDuke · Sep 17, 2018

CML_Ophir said:
We only have equity, ETF, and index data. Now futures. So, you could use, like SPY, for example, or SPX, but not ES

Thanks for replying, just to confirm will I be able to test with SPX options? If yes, how far back does your data go and what is the source of the data?