Login Page - Create Account

Support Board


Date/Time: Sat, 18 May 2024 12:47:03 +0000



Post From: options strategy backtesting based on spreadsheet

[2021-10-11 14:16:23]
AndyB - Posts: 96
This is a shot in the dark, but was curious if there was anyway to backtest an options strategy? I have a spreadsheet setup that gives me weekly levels that I would like to be automatically traded at the open every week, and closed at the friday close. I need to backtest this, but I have 10 years of data, so manually doing it would be a fools errand. Unfortunately even with my couple of years with sierra, I still am not versed enough to know where to begin or even if this is possible, but I do know most things are possible with sierra so i figured i'd as here!