I am looking for a platform that allows me to backtest options strategies dynamically adjusted based on certian (partly complex) rules. As the data (e.g. lots of strikes, months and the greeks) and rulesets are different from Stock/Futures Trading a platform like tradestation can not be used. I am looking to acomplish rules like e.g.: Buy a 3 M Call that costs $30 Sell a 1 M Put that compensates theta of the bought call with the overall position having the lowest possible delta and gamma of less than x As soon as the gamma of this position reaches an inflection point adjust by relacing the put wiht another put that minimizes Delta and gamma or if gamma reaches a local maximum buy another put that reduces Vega by x% with adding the lowes possible gamma Does nayone know of a platform capable of backtesting such systems? Or what would you suggest to do? Build something in Excel? Thanks a lot for your input!