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backtesting with Options CALL/PUT

ftpl1968 · 2020-02-25T14:06:33+00:00

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

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ProOrder: Automated Strategies & Backtesting
backtesting with Options CALL/PUT

Viewing 4 posts - 1 through 4 (of 4 total)

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02/25/2020 at 3:06 PM #120464 quote

ftpl1968
Participant

New

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 quote

Nicolas
Keymaster

Legend

No sorry, the option pricer does not support backtesting.

02/25/2020 at 4:42 PM #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?

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

Nicolas
Keymaster

Legend

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, 7 months ago.

Topic Details

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

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backtesting with Options CALL/PUT

Stuck on this ProBuilder code?

backtesting with Options CALL/PUT ProOrder: Automated Strategies & Backtesting

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backtesting with Options CALL/PUT

ProOrder: Automated Strategies & Backtesting