Giving my options backtest tool for feedbacks
Hi everyone. Since I've been following my own personal strategy for the last year, I asked myself how it would have performed in the past \~20 years. As a software engineer, I decided to build this tool to backtest options strategies. It's completely free for now, I'm mostly looking for feedbacks. Here are the details:
* I ask you to describe your strategy. I use AI to convert that into a backtest configuration. Users can then tweak it and run the backtest.
* I only support daily strategies. No intraday for now
* Tickers available are: SPY,SPX,QQQ,TQQQ. Adding more is trivial, I just want to make sure I only add the most common ones.
* Data goes back till 2008 for tickers that were present. And it's coming from [orats.com](http://orats.com)
* Backtests usually take \~2 mins. Depending on traffic it might take more, so just wait
* Results are delivered through email with a link or a pdf.
* I support multi legs - I'd expect some edge cases though
* Slippage is at 75% of bid-ask spread. Easily tweakable if needed.
* No broker fees: My personal strategy allows 2-3 trades per month, I don't care too much about fees. Can add them if needed.
* PLEASE double check the trades to make sure they are what you would expect based on your strategy
There is also a page on the left called IV Table. That's simply a table of tickers sorted by highest IV based on DTE. I was only curious to see it. Play with it if you want
Here it is: [btoption.com/backtest](http://btoption.com/backtest)
I'm mainly looking for feedback to validate whether this can have some value. You can either press the top right button or send an email to [feedback@option.com](mailto:feedback@option.com)
Or just leave a comment here