Platform for backtesting options strategies

D

deeds

I’ve been away from trading options for a couple years but am ready to take the plunge again... :eek:

I want to be able to backtest relatively complex options strategies and am looking for a good platform. I want to set entry/exit conditions based on option prices and possibly implied and historic volatility levels as well as basic technical indicators. EOD data should be OK for this first phase. If I need to I’ll put on my programmer’s hat. Any suggestions?

Thanks in advance!
 
Quote from deeds:

I’ve been away from trading options for a couple years but am ready to take the plunge again... :eek:

I want to be able to backtest relatively complex options strategies and am looking for a good platform. I want to set entry/exit conditions based on option prices and possibly implied and historic volatility levels as well as basic technical indicators. EOD data should be OK for this first phase. If I need to I’ll put on my programmer’s hat. Any suggestions?

Thanks in advance!
More...

Tradestation is good.
 
Quote from deeds:

I’ve been away from trading options for a couple years but am ready to take the plunge again... :eek:

I want to be able to backtest relatively complex options strategies and am looking for a good platform. I want to set entry/exit conditions based on option prices and possibly implied and historic volatility levels as well as basic technical indicators. EOD data should be OK for this first phase. If I need to I’ll put on my programmer’s hat. Any suggestions?

Thanks in advance!
More...

OptionVue5 has a back test feature that is just what you need to do what you describe.
 
Thanks for the help! Has anyone used OptionWizard? It’s definitely less expensive and appears to be more tailored to backtesting option strategies. Can anyone compare its functionality to OptionVue for backtesting? I don’t need most of the functionality provided by OptionVue and TradeStation, although if one of those is the best tool for the job then I’ll bite the bullet on the investment.

TradeStation appears to have a good backtesting system for stocks. Has anyone used it on complex option spreads?

I’ve also heard concerns about the accuracy of historical option prices. Does anyone know which source(s) are reliable?

I would love to hear other people’s experiences!
 
Quote from deeds:

Thanks for the help! Has anyone used OptionWizard? It’s definitely less expensive and appears to be more tailored to backtesting option strategies. Can anyone compare its functionality to OptionVue for backtesting? I don’t need most of the functionality provided by OptionVue and TradeStation, although if one of those is the best tool for the job then I’ll bite the bullet on the investment.

TradeStation appears to have a good backtesting system for stocks. Has anyone used it on complex option spreads?

I’ve also heard concerns about the accuracy of historical option prices. Does anyone know which source(s) are reliable?

I would love to hear other people’s experiences!
More...

No experience with OptionWizard. OptionVue5 data is very reliable. You can get a 30 day free trial.
 
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