Options Backtesting algo

[dimkdimk]

Hi All

I need an advise.

I need a platform or software where I can test my ( really simple ) options strategy. I have been using many types of automated trading software before. However, all of them are not Options friendly. What I mean by that is that my strategy is going back for years and trades at the money options at that point in time. So I need all options chains back in time.
However, all backtesting packages that I have been using so far requires me to add all instruments to my instrument lists, or add all instruments that I want to test. Imagine that for 10 expirations for 12 month for 10 years.

So I was wondering if there is any service provider or software that would allow me to track performance of a portfolio of options in backtesting mode.

Again, nothing cool. no real-time trading required. It is just to make sure that what I want is actually working.

Real-time trading I can implement later with the TradeLink, or even raw InteractiveBrokers API, etc.

Thank you

 

[Engine99]

check out thinkorswim, they offer thinkback which let's you enter your orders "back in time". Another provider is platinum. If you want a more "automated" backtest you'll probably have to get quotes (which usually isn't free) and write it yourself.

 

[dimkdimk]

Quote from Engine99:

check out thinkorswim, they offer thinkback which let's you enter your orders "back in time". Another provider is platinum. If you want a more "automated" backtest you'll probably have to get quotes (which usually isn't free) and write it yourself.

Thank you Engine.
I have ThinkOrSwim account, however it is rather manual trading. I need more automated approach. Moreover, their OnDemand system is not working now and I don't know when they are going to fix it.

I probably could have downloaded quotes myself but I would prefer to not to invent the wheel

I have learned that eSignal have some backtesting capabilities as well. But I am not sure if it will meet my expectations.