Strategies for backtesting basic option plays

Rosey

New member
Hi guys,
I'm trying to find, if it exist, a backtest strategy for purchasing (iron butterflies, straddles, etc) weekly, monthly and hold til expiration. Didn't think it would be difficult, but haven't found any in TOS. Guidance would be appreciated. Hoping not to recreate the wheel here.
 

BenTen

Administrative
Staff member
Staff
VIP
Currently, the backtesting strategy only supports buying and selling of shares — no way to implement options into it.
 

rad14733

Well-known member
VIP
You can backtest options, singularly, the same way you test other Equities... The problem is that you can't backtest combination strategies... I have run literally hundreds of backtests on options as they are what I primarily trade...
 
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