model automation

Discussion in 'Automated Trading' started by westcoast107, Jan 25, 2013.

  1. Hi Everyone.

    I am new to this forum and looking for help / guidance. I have an option model that i would like to back test. i am wondering if someone can suggest tools to help simulate. Essentially i would like to select the asset and the time frame to test. The script would then simulate the selling of put and call options on the underlying asset (weekly and monthly options). the output of the script is the P&L position at the start of the test and the P&L at the end of the test

    I am currently using TOS, and would be easiest to use this paltform, but open for suggestions.