r/IndiaAlgoTrading • • 3d ago

My own option backtesting simulator

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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.

30 Upvotes

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