I've been researching and trying different platforms (QuantConnect, NT, TS, etc) but the algorithmic strategy I would like to automate involves equity options, and I can't find much information on how to incorporate option trading into strategies. I created a Tradestation account and planned to use Easy Language, but there is absolutely no documentation on how to use it to trade options beyond one piece of example code. There is a plug-in that supposedly makes it easier, but it costs $99/month.
Is there a platform that has decent documentation regarding options, especially if I need to handle calculating the strike price and expiration date through the algorithm? Preferably something that has the ability to backtest and run monte carlo simulations?
Submitted October 25, 2020 at 09:22PM by TheNomadicAspie