backtesting with Options CALL/PUT

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  • #120464 quote
    ftpl1968
    Participant
    New

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

    #120473 quote
    Nicolas
    Keymaster
    Master

    No sorry, the option pricer does not support backtesting.

    #120475 quote
    Francesco
    Participant
    Veteran

    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?

    #120476 quote
    Nicolas
    Keymaster
    Master

    Never say never.

    Francesco thanked this post
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backtesting with Options CALL/PUT


ProOrder: Automated Strategies & Backtesting

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ftpl1968 @ftpl1968 Participant
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This topic contains 3 replies,
has 3 voices, and was last updated by Nicolas
6 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/25/2020
Status: Active
Attachments: No files
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