Send your question to InvestorRT: support@linnsoft.com One of your biggest issues is data. Naturally you'll need both equities and options, and the issue with the options data is that it's very difficult to rely on past data for a fill, given the wide spread in many equity options.
You can do all of this with the click of two buttons on the CML Trade machine (option back-tester). See for yourself in the video in the middle of the page, here: Trade Machine
Just getting started backtesting strategies and I have a few questions: I code a lot in R and python and wanted to download data and backtest on my own. A bunch of places are available to download prices and volumes, but other measures (e.g. PE ratio, ratings) are not easy to download for multiple stocks at once....at least I can't find anywhere that allows me to do this. Suggestions? For those of you fluent in some programming language, why do you use platforms like NinjaTrader, TradeStation, etc.? After reading threads here, I am thinking that I shouldn't try to do this on my own, but still not sure why not. It seems that downloading and coding in a language that I know would be much faster and easier than learning a new platform...but maybe not? Thanks for any help!
We only have equity, ETF, and index data. Now futures. So, you could use, like SPY, for example, or SPX, but not ES
Thanks for replying, just to confirm will I be able to test with SPX options? If yes, how far back does your data go and what is the source of the data?