Xanatos
New member
I am trying to learn of a way that I can perform backtesting strategies on options that are based on the underlying stock's criteria. An example is buying an option when SPY has a 9/20 SMA crossover. I want to be able to create "AddOrder" whenever the underlying stock (SPY) triggers the criteria. I can create this order manually using the Order Entry Tool, but I want to be able to backtest it using a strategy.