Testing Option Strategies With TradeStation

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Norm

Can you test/backtest options strategies with TradeStation? I am particularly interested in testing options/stock strategies. If not, do you have any recommendations?

Norm
 
Quote from Norm:

Can you test/backtest options strategies with TradeStation? I am particularly interested in testing options/stock strategies. If not, do you have any recommendations?

Norm
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Is there any further input from anyone? TIA.
 
but the best alternative to PERFECT option pricing is to use the BS model (via TS Easy Language) to estimate the market prices. With a LARGE sample size ... i.e. many trades, this would be a valid approach IMHO.
For 10-20 trades per year....this would not work.
 
Quote from OddTrader:

Seems too many comments on BS formula already.

How about this from Hoadley:
http://www.hoadley.net/options/options.htm

Any comments on Gallacher's suggestion?

Anyone tried this: http://www.option-wizard.com/frameback2.shtml
?
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I'm confused. What are you trying to achieve and what are you looking for exactly? Historical option prices (of which there are several sources to obtain these from) are going to be several times better than simulated prices via BS models etc.

MoMoney.
 
Thanks for the links....interesting. I especially enjoyed that one claim of Optionwizard regarding their accuracy of the "greeks". Big deal. Totally meaningless unless you are moving MILLIONS OF DOLLARS in option trades.
Here is your answer:
http://www.marketdataexpress.com/dataEODSumOverview.aspx?u=MSFT
This service seems to be capturing and hopefully scrubbing option prices and indeed seems to have a large database for the purposes of backtesting. As usual, you'll have to integrate this price data into Tradestation as a ASCII data feed....which I understand is now possible in the latest TS8 version.
 
Quote from momoneythansens:

I'm confused. What are you trying to achieve and what are you looking for exactly? Historical option prices (of which there are several sources to obtain these from) are going to be several times better than simulated prices via BS models etc.

MoMoney.
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They are old links on my bookmarks. I don't think I'm going to use BS.
 
Quote from syswizard:

Thanks for the links....interesting. I especially enjoyed that one claim of Optionwizard regarding their accuracy of the "greeks". Big deal. Totally meaningless unless you are moving MILLIONS OF DOLLARS in option trades.
Here is your answer:
http://www.marketdataexpress.com/dataEODSumOverview.aspx?u=MSFT
This service seems to be capturing and hopefully scrubbing option prices and indeed seems to have a large database for the purposes of backtesting. As usual, you'll have to integrate this price data into Tradestation as a ASCII data feed....which I understand is now possible in the latest TS8 version.
More...

Thanks. Too mcuh homework I should have done by yesterday. :D
 
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