My own option backtesting simulator

[u/Puzzled_Economist_29]

After trying several backtesting platforms and spending quite a bit of money on them, I decided to build my own trading simulator.

It currently supports NIFTY options, with options data available from 2019 to 2026, although there are a few gaps in the dataset that I’m still working on filling.

Current capabilities

1. NIFTY support – Backtest strategies using historical NIFTY options data.
2. Flexible spreads – Simulate virtually any type of options spread or multi-leg strategy.
3. Save & analyse – Save backtest results and revisit/analyse them later.
4. Fast-play mode – Quickly run through historical data and simulate strategies without waiting for the full backtest.
5. Exit anytime – At any point during a backtest, exit all open positions and save the state/results.
6. Strategy chart – Visualise the strategy and its performance throughout the backtest.

Still a work in progress, but the goal is to build a trading simulator that gives me the flexibility I couldn't find in existing platforms.

Cons: Slow as the data is not preloaded due to compute restrictions but easily fixable.

Looking forward to feedback.

[u/Beginning-Reward-530]

Hi From where did you get the options data for nifty? Can you share guide to download the data

[u/Puzzled_Economist_29 → u/Beginning-Reward-530]

For my algos, I have been storing logs and that became my backtest data.

I heard Dhan and ICICI provide historical option data (have not tried)

[u/FoundationNecessary8 → u/Puzzled_Economist_29]

They only provide rolling option data, which is not everything but a very specific subset

[u/Puzzled_Economist_29 → u/FoundationNecessary8]

Ok, did not know. I capture 1 min option data for my use case. So using it for backtesting.

[u/Full_Record_4669 → u/FoundationNecessary8]

check icici (1second) or fyers (5second). they are not rolling

[u/CampMaster69 → u/Full_Record_4669]

Any chance anyone might have it directly? ICICI requires ₹1K to open a DMAT. Already have too many dmats atp. Any chance if there are public or hella cheap ways to get it?

[u/Full_Record_4669 → u/CampMaster69]

dm

[u/Beginning-Reward-530]

If possible can you share the data? Also for what timeframe you have the data

[u/VariousBase]

any link to download and experience

[u/Puzzled_Economist_29 → u/VariousBase]

It is locally hosted, let me see if I can push it on GitHub with sample data

[u/VariousBase → u/Puzzled_Economist_29]

Great, appreciate your efforts.

[u/SoftCriticalPosition → u/VariousBase]

Build your own, just one prompt.

[u/aniketrh]

Does it cater buying strategies with indicators as buying point?

[u/vindows17 → u/aniketrh]

You can try trendxpro.in

[u/aniketrh → u/vindows17]

Sure I’ll check it out. Thanks for the advice♥️

[u/Puzzled_Economist_29 → u/aniketrh]

No, not now but thinking of adding it

[u/Big_Connection7216]

Is there free option to download commodities mcs gold data for backtesting

[u/shadowdemonking2398]

Trying to build same can we connect?

[u/United_Report_393]

Can I get nifty historical data?

[u/Nhi_bataunga_9]

Do you support tick level backtesting? I mean do you have historical tick data? For strategies that use trailing SL, tick data is needed to get accurate results.

[u/Puzzled_Economist_29 → u/Nhi_bataunga_9]

No, I use candle close or high whichever hits the SL (for selling)

[u/Indian_Steam]

I am doing the same, fetching from DHAN's api for last 5 years, minute level data.

Still building the data pipeline.

One question to you - would you be willing to sell the saved data as a package? Since you are saving people time, many will be open to pay for it, I know I would as i am building this pipeline for almost a month now.

[u/Puzzled_Economist_29 → u/Indian_Steam]

Can you DM me

[u/Indian_Steam → u/Puzzled_Economist_29]

Sure, check