Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible.

Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 15, 2023 · According to "Backtesting requirements compare the value-at-risk (VaR) measure calibrated to a one-day holding period against and hypothetical P&L (HPL) over the prior 12 months. …

Nov 2, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Backtesting Level 2 futures data in NinjaTrader 8 might seem like a big mountain to climb, but by breaking it down into these steps, it becomes much more manageable.

The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for all sorts …

Dec 1, 2019 · To start, a brief description of their procedure might help for comparison. Backtesting Historical simulation Monte Carlo simulation Bootstrap replication Cross-validation

Jun 14, 2023 · Hi, This is a very basic EA I'm working on, here is the first version. You can use it to manually backtest strategies with MT4 Strategy Tester. It only works with Strategy Tester, and only …