Strategies for backtesting basic option plays

R

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

BenTen

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

skynetgen

Well-known member
In TOS there is great tool under Analyze-> thinkback. you can backtest any option combination at any backdate and get P&L results for any date
 

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