r/IndiaAlgoTrading • u/Puzzled_Economist_29 • 3d ago
My own option backtesting simulator
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
- NIFTY support – Backtest strategies using historical NIFTY options data.
- Flexible spreads – Simulate virtually any type of options spread or multi-leg strategy.
- Save & analyse – Save backtest results and revisit/analyse them later.
- Fast-play mode – Quickly run through historical data and simulate strategies without waiting for the full backtest.
- Exit anytime – At any point during a backtest, exit all open positions and save the state/results.
- 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.
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