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Essex Option Pro has an OEX trading module with five systems, Momentum,
Trin,Volatility,RSI,Sell Premium. Models are configurable, backtestable,
optimizeable. Big problem is lack of built in stoploss control and
implementation of exits could be improved. Models are for end of day data
and they use a theoretical option price for backtesting.
BR
----- Original Message -----
From: Eric Cahoon <ecahoon@xxxxxxxxxxxxxxxxx>
To: Dennis Holverstott <dennis@xxxxxxxxxx>; Omega List
<omega-list@xxxxxxxxxx>
Sent: Tuesday, March 14, 2000 7:28 PM
Subject: Re: Options Trading System
> Thanks - That is what I thought based on reading the material on the Omega
> web site.
>
> I am really surprised that no one has developed any trading software for
the
> options trader - granted there are more options pricing model software out
> there than you can shake a stick at....
>
> Does anyone know of any options trading software?
>
> Eric
> ----- Original Message -----
> From: "Dennis Holverstott" <dennis@xxxxxxxxxx>
>
> > Yup, TS is pretty worthless for testing options strategies without
> > getting into a whole coding nightmare. Even if you could find accurate
> > data (hard to do), there is a limit to how many data series you can load
> > in a chart and you can only trade Data1. So, say your strategy is to
> > trade the at-the-money calls, you would need to have many strikes loaded
> > in the chart and every trade would take place at a different strike
> > (different data series) which would be unlikely to be Data1.
> >
> > Optionstation? I've never tried it but friends who know options a lot
> > better than I say it's a bad joke.
> >
> > Bob Fulks wrote:
> > > You may have to do your own accounting for
> > > profitability, etc., since you will need to trade on the data1 series
> which is
> > > not likely to be very accurate.
> >
> > --
> > Dennis
> >
>
>
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