Hello, I need some help in terms of options trading & backtesting with historical data. What I'm trying to achieve is to test out various different strategies on historical Index options data. What I want to achieve is following... 1. set the date in the past (eg 05-01-2007) 2. see a list of all options available on that date in the past 3. make a strategy with these options (I will have defined business rules) 4. then increase the date by 1 day and see whats happening with the strategy taken 5. make adjustments in the strategy (formula driven & only if necessary) 6. and so on until expiration of the options in the strategy 7. Execute such strategy for atleast last 5-7 years data. I primarliy trade on NSE (National Stock Exchange, India) and preferred Index options are Nifty options. What I need here is... 1. Historical data of Nifty options 2. A software / tool that allows me to build rule based strategy & execute in replay mode 3. A statstical probability advisor Could anybody plesae share if you have come across such tools or simlar things? PS: I do have Nifty options price data in text format. Also I believe this option strategy will work same as with any security or index globally.