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Yeah! I know how that goes. Was employed as a broker at Anand Rathi. SMH!

How about IB? has anyone in here been trading with them? Now that they've matched the pricing of Zerodha/Upstox? Their only drawback is they're just offering NSE EQ & FO. No other exchanges.

lol lol lol I know about Zerodha. What issues did you face with Upstox? Like I said, I haven't any so far (A couple of years of trading with them).

Just curious. How, if at all, has Zerodha improved their technologies over the years? I was trading with them quite a long time ago. Had faced multiple problems that time, like multiple failures with their NEST. More than that they were a bit too enthusiastic about launching all of the new tech...

lol lol lol

Okay, so, we can use AB for options backtesting. Can anyone tell me the symbol set ups that need to be done? Like we do for futures? Tick Size, Margin requirements and Point value? Is there a quicker way to set all of these up like via a csv import? If yes, how? Thanks.

Cool. Thanks.

Yep! Only Futures. No options.

TrueData has quoted a price of INR 80,000 plus taxes for only for NSE Futures tick by tick history of one year. Any other options apart from GDFL where I can get historical TBT data including Options data?

Do you mind sharing the repository/code? Just to get an idea of how to go about it? Even a small sample of code would do. Thanks.

Thought of #1 but again, lots of work for one person. #2: treat Options as Futures symbols and backtest do you mean? Backtrader again doesn't support options, I believe. Thanks for the QC link. I'll check it out.

Yes, I agree. The data management is tedious. Plus coding has to be absolutely right, when it comes to symbol selection (not a big deal, but something that can go wrong (incorrect spread creation is to be watched out for), hence extremely careful backtesting). Performance is another issue, if...

How did you manage brokerages and slippages? Custom functions for them too?

How about Quantopian (Zipline)?

I kinda sorta want to avoid Python and R. Back-testing, Walk Forward of AmiBroker is great. Hence want to see if AmiBroker could be used in any way. Which Python packages would you suggest for Options?

Is it a good idea to backtest options strategies in AmiBroker? Can it be used for such purpose? Any other options backtesters you can suggest?

Which one is better in terms of stability, latency, connection issues?

Lovely! Thanks a lot! :)

Thanks for the update. I'm using Python 3.4.