Automated software/utility to backtest options strategy

#12
:thumb:
Hello myamit - Coming from a technology/software background, I am currently building a tool that aims to do pretty much exactly what you have described. However, it is not yet complete.

So far I have:

1 - Historical NIFTY Options data between 01-01-2004 and 31-12-2009, scraped and loaded into a database
2 - Some simple tools to query this data and generate custom plots

The strategy backtesting part is something that I have been thinking of doing, but haven't got time to finish it yet.

If you are interested, I will keep you posted. In fact, if there are more people interested in this, I may be motivated to finish this sooner.

Regards
Ketan
Sir I too want to back test on nifty options. Can you provide the tool / data / procss for the same.
 
#13
Hi all,

I am also interested and have clear logic available only need to put in some computer program like amibroker. This is possible with Amibeoker custom back test procedure.. if anyone interesred to work pl contact me on [email protected]. 9881717495