Strategies for backtesting basic option plays


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.


Well-known member
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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