backtesting with Options CALL/PUT

• 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)?

  

  ftpl1968

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

  No sorry, the option pricer does not support backtesting.

  

  Nicolas

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  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?

  

  Francesco

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

  Never say never.

  1 user thanked author for this post.

  Francesco

  

  Nicolas

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