ThinkorSwim application of TD Ameritrade has a Think Back function where you can go back in time and test how you would have done as far as share prices and options prices go. You can do it by ticker. It is not a complicated algorithm though. I use it to manually, to test my actual options trades. Use it too to simulate trades I would have gotten into using my trading system to add to my backtest since, I am dealing with a limited sample of trades. Of course, after about 6 months, of actual trade results, I should know if the backtest confirms my expected results.