Need automated backtesting software

Discussion in 'Trading Software' started by myamit, Jun 3, 2010.

  1. myamit



    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.