backtesting with Options CALL/PUT

Forums › ProRealTime English forum › ProOrder support › backtesting with Options CALL/PUT

Viewing 4 posts - 1 through 4 (of 4 total)
  • 02/25/2020 at 3:06 PM #120464
    ftpl1968

    Hi, is it possible coding the  purchase of CALLs/PUTs options (in order to backtest a strategy using options)?

    02/25/2020 at 4:09 PM #120473
    Nicolas

    No sorry, the option pricer does not support backtesting.

    02/25/2020 at 4:42 PM #120475
    Francesco

    That would be amazing implementing straddle, strangle, condor etc.. strategies in automated systems 🙁
    It would ever be added the support for options in your opinion?

    02/25/2020 at 4:44 PM #120476
    Nicolas

    Never say never.

    1 user thanked author for this post.
    avatar Francesco
  • Author
    Posts
Viewing 4 posts - 1 through 4 (of 4 total)

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
“big difference between positions in backtesting and live trading.
automate zero day options trading?
backtesting – automated trading – dashboard
backtesting and definition of differens emas.
backtesting and the ‘correct’ use of stops (code that is)!!!!
backtesting results
backtesting support — beginner– off hours
big call function problem
having a list of (xls, txt) of all the equity options that offer prorealtime?
how to change colors of buy/sell icons in backtesting?

Create your free account now and post your request to benefit from the help of the community
Register or Login