Sensibull fno backtesting

F&O
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Just wondering if sensibull going to introduce fno backtesting for the premium customers. At least the simple ones if not very advance…there are many other platforms are providing such services cheaper then what we are paying to sensibull…I am going to swich out from sensibull if they fail to provide such services …
Also they should provide a wider range in strike prices for nifty and banknifty option chain , I asked their support some time ago but they seems not interested to do …
@Sensibull

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Hello can you please share what other other sites for backtesting ?

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Opstra

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You can try out stockmock.in

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StockMock right now seems pretty average and doesn’t have much that can be actually useful. Nothing intelligent. Looks good only for monkey testing and giggles. Doesn’t allow IV filtering or even % based strikes or premiums.

Is there an API or data that gives IVP values or atleast index with vix and options pricing over the years - something that can be used for programming a proper use case?

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Currently I have Sensibull premium and Opstra premium. I am trying out both. Backtesting is good in Opstra. @Sensibull Any comments on the backtesting feature ?

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Does opstra allow backtesting with IV/vix filter? Does it allow to test based on premium % or strike %?

Basically, is the backtesting flexible?
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Yes Sir. Stockmock is currently following it’s Simple-Things-Work philosophy.

As we have mentioned earlier on twitter, we may introduce IV filtering in near future but that’s not to say it’s not useful in current state. Our system has helped become profitable so many retailers in last 1.5 years, and Yes we are constantly evolving and adding more and more features.

We are also working on API part as you mentioned.

Thank you!

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@nitish_narang Thank you .
I suppose one can “try” and make it useful, but without % strikes/premiums - the backtest results will be pretty vague, for obvious reasons. In its current state, people can just as much lose money, as much as they can gain money, Its my unbiased opinion.

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Thanks Vij for your (un)biased opinion.

Nonetheless, for any new feature, you can keep an eye on our Twitter updates and see if something useful for you is launched: https://twitter.com/stockmock_in

Thank you!

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@Vij Vijay, I’ve used both and have found stockmock to be more useful than opstra for my use cases. Mostly because my trade-plans are intraday and Algo based. Stockmock gives an option to do extensive what-if analysis using diff parameters of time, sl% etc in their basket feature. I couldn’t have built my backtest scenarios using Opstra.

And, Stockmock is fully committed to their back-testing tool and only to it, unlike other players who work on many aspects of derivative trading. And that undivided attention - I have found the tool improving drastically over the past 6-8 months I have been using it. They even incorporated some of my humble suggestions too, how cool is that!

But then I guess its also how you look at it for your use case. And what’s your liking.

BTW, Can you elaborate on what you meant by %strikes/premiums? I’m intrigued.

@nitish_narang Nitish, my advise is that if these critical feedback should fuel anything it has to be your motivation to do even more. Cheers!

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Thanks @Rejeesh_Mathew

Definitely! I have already noted down Vij’s feedback, and will soon plan to work on it as well.

By % I believe he meant taking strikes which are say 2% away from ATM, rather than choosing hardcore ATM±100/200

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Thanks @Rajeesh_Mathew and @nitish_narang

I have been trading stocks for many years, but new to F&O. I am process oriented and a data freak.

I feel a good options backtesting process should allow filtering by IV and ATM (± % strikes)

An understanding of the following could be very useful

  1. How IV and strikes(as a % from ATM) affects profits,
  2. How taking 50% profits and 2x loss under different IVs affects profits.
  3. How the different strategies work using 1 and 2
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Also @nitish_narang, there should be an option to sign up through email, asking to sign up through mobile no. just seems a bit dodgy. Your intentions may be right, but data leaks happen at even the best of companies…

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@nitish_narang Been using stock mock extensively for quite sometime now. Quite a nice and useful tool.

I was wondering if it would be possible to include a backtesting feature where if SL on 1 leg hits, you square off both legs and immediately (or after a delay of say 15-30 mins) take a new ATM straddle/strangle

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I believe this feature is alreday there. But rentry feature is not.

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Opstra backtesting has features like these. Can also test 5 years.
@Rejeesh_Mathew

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@nitish_narang

  1. can the current constraint of ‘position length can not be greater than 10’ error be relaxed? guess it just a little more processing/lookups/calculations on added items.
    Or are there any real constraints that am not aware of

  2. can the validity of your top pack can be extended to 1 year from 6 months?

  3. can also put which weekly, monthly we want for the back test, at least +2 months and +2 weeks. I guess these are liquid being indices (not finnifty)
    current_week, current_week-1, current_wek+1
    current_month, current_month+1, current_month-1
    like you have for ATM+50, ATM, ATM-50 facility

If the above are not possible, a little explanation on the the reason/difficulties would help me, so that i can look elsewhere/rethink.

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  1. “Can the current constraint of ‘**position length can not be greater than 10’”

With every increasing position length, our computation increases that folds itself, means more resource utilisation with more legs. Now, 10 legs is a sweet spot which is working fine for us as of now. Earlier we used to have 12 legs, which sometimes was causing slowness in the system for some users.

  1. "Can the validity of your top pack can be extended to 1 year from 6 months?

Noted. We can consider increasing it to some more months (not doubling the validity though)

  1. Right now, we cater current week and current month data on stockmock. Therefore, we don’t have the option to choose next week as of now. Once we integrate next week data to the system we will give provision to add those things as well.
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Thank you.

Re-entry is the feature we will soon start to work on :slight_smile: