Backinzo - Advanced Options Backtesting Platform
A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.254 1. Sometimes users were getting an error 'Error occurred while selecting legs' when they try to modify a portfolio after performing a backtest…
If you have multiple profiles then just after this Update, for the first time only, you may not be able to see your all profiles at the login screen of Backinzo.
Do not worry and just login into your default profile, wait till backinzo starts properly and after loading of the masters restart the backinzo.
You will see all of your profiles normally.
Do not worry and just login into your default profile, wait till backinzo starts properly and after loading of the masters restart the backinzo.
You will see all of your profiles normally.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.255
1. There are some changes for the Dynamic Hedges where Entry Order type was set as LIMIT Orders.
2. We have added an another option START_OTHER_PORTFOLIO in a similar manner like EXECUE_OTHER_PORTFOLIO with a difference that on an action, Execute was executing the other portfolio immediately whereas Start will just start that portfolio and execution of that portfolio will depend upon its conditions like Start time etc.
Update version you can see at the left bottom of Login Screen.
1. There are some changes for the Dynamic Hedges where Entry Order type was set as LIMIT Orders.
2. We have added an another option START_OTHER_PORTFOLIO in a similar manner like EXECUE_OTHER_PORTFOLIO with a difference that on an action, Execute was executing the other portfolio immediately whereas Start will just start that portfolio and execution of that portfolio will depend upon its conditions like Start time etc.
Update version you can see at the left bottom of Login Screen.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.257
1. Users were unable to manage the profile at login screen, it's fixed now.
Update version you can see at the left bottom of Login Screen.
1. Users were unable to manage the profile at login screen, it's fixed now.
Update version you can see at the left bottom of Login Screen.
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Advanced strategies require advanced control.
Backinzo’s Idle Leg feature lets you decide when a position should go live.💪🏻
Achieve greater accuracy with timed and conditional leg activation.🤘
👇🏼👇🏼👇🏼
https://youtu.be/dphkOMiQwWE?si=rqDYVahHFX81MjgV
Backinzo’s Idle Leg feature lets you decide when a position should go live.💪🏻
Achieve greater accuracy with timed and conditional leg activation.🤘
👇🏼👇🏼👇🏼
https://youtu.be/dphkOMiQwWE?si=rqDYVahHFX81MjgV
YouTube
How To Use Idle Leg Feature IN Backinzo (English)
🎯 Welcome to BACKINZO – Advanced Backtesting of Options Strategies for Indian Markets!
Backinzo allows you to simulate and test complex multi-leg options strategies using historical data—without risking real money. Designed specifically for emerging and…
Backinzo allows you to simulate and test complex multi-leg options strategies using historical data—without risking real money. Designed specifically for emerging and…
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.259
1. In case of Dynamic Hedge, If the User has set the dynamic Hedge SqOff setting as On Portfolio Sqoff, Then in case of ReExecute of a leg, sometimes a new hedge will be bought whereas existing hedge was already there. It's fixed now.
Update version you can see at the left bottom of Login Screen.
1. In case of Dynamic Hedge, If the User has set the dynamic Hedge SqOff setting as On Portfolio Sqoff, Then in case of ReExecute of a leg, sometimes a new hedge will be bought whereas existing hedge was already there. It's fixed now.
Update version you can see at the left bottom of Login Screen.
A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.271
1. If the Underlying was set as Futures and the Port was imported from the Stoxxo, then in rare conditions the portfolio was not generating any results in the Backinzo, It's fixed now.
Update version you can see at the left bottom of Login Screen.
1. If the Underlying was set as Futures and the Port was imported from the Stoxxo, then in rare conditions the portfolio was not generating any results in the Backinzo, It's fixed now.
Update version you can see at the left bottom of Login Screen.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.272
1. In a very rare case, if you have selected the dynamic hedge with monthly expiries then in reports the wrong date was showing for the hedge legs.
This is important to mention that everything including strike, expiry, data and calculation everything was right, only visibility issues with the report.
This is fixed now.
Update version you can see at the left bottom of Login Screen.
1. In a very rare case, if you have selected the dynamic hedge with monthly expiries then in reports the wrong date was showing for the hedge legs.
This is important to mention that everything including strike, expiry, data and calculation everything was right, only visibility issues with the report.
This is fixed now.
Update version you can see at the left bottom of Login Screen.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.274
1. In a very rare case, if you are saving leg range breakout in a positional portfolio, it is not allowed to save with an error like range end time should be less than Sqoff time.
This is fixed now.
Update version you can see at the left bottom of Login Screen.
1. In a very rare case, if you are saving leg range breakout in a positional portfolio, it is not allowed to save with an error like range end time should be less than Sqoff time.
This is fixed now.
Update version you can see at the left bottom of Login Screen.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.275
1. We have added functionality for the Leg Rollover in case of positional Portfolios. This will change how the Positional Portfolios were tested till now.
This feature will enable the effective backtesting of different CSV generated from different systems such as TradingView / AmiBroker etc
Here we will describe how a Positional Portfolio will be backtested with a new leg rollover feature.
It will be suggested to use V2 Portfolio due to the leg counts.
Here you can notice that we have made a simple Positional Straddle with the Weekly Expiry where Start Day set to 28 and the SqOff day was set to 0. Suppose we are starting the Backtest from 01-Jan-2025, Now understand how the backtest will be done in this case.
Test Start Date: 01-Jan-2025
Start Day: 28
SqOff Day: 0
Now backinzo first adds the start day in the test start date which will come to 29-01-2025, further it will try to locate the next expiry from this date. Expiry can be any date on or after 29th which will be 30-Jan-2025 in this case. After calculating the Expiry date, backinzo will further reduce the Start Day to calculate the actual start date which will be calculated as 02-Jan-2025. It will further check if 02nd is a holiday and if that is a holiday then it will perform calculations as per the user selection.
So, backinzo will start the actual portfolio on 2nd despite the user has selected a start date from 1st jan 2025.
Calculated Test Duration: 02-Jan2025 to 30-Jan-2025
Expiry: Weekly
Now as per user inputs backinzo has calculated the duration of test for the portfolio, now the question arises what if the leg has the weekly expiry and 02-Jan-2025 is the expiry day.
Here Leg Rollover settings come into the picture. If the user has selected for the Leg Rollover, then as per settings backinzo will perform a leg rollover or else leg would be SqOff before the expiry time - minutes as mentioned in leg rollover settings. By default it's mentioned as 5 minutes to leg would be sqoff on 02-Jan-2025 15:25 because 02nd was the weekly expiry.
Explanation of Leg Rollover Fields
Leg Rollover
In case of Positional Portfolio, it's possible that any leg within the portfolio may be getting expired before the Portfolio’s SqOff time. In this case users can select the Leg Rollover Options from here.
In any choice, the existing leg would be SqOff 5 Minutes (or the mentioned minutes) from the expiry. Now a new leg would be entered or not will be decided by your choice.
None: No new leg would be entered.
SameStrike: A new leg of the same strikes would be entered from the next expiry as selected.
ReValidate: A new leg from the next expiry would be entered as per the leg selection criteria as a fresh leg. Suppose leg selecting criteria was Nearest Premium 50 then new leg from the next expiry will be selected as the Nearest Premium of 50.
Minute Value:
Here you can specify the minute value. To sqOff any leg before these many minutes from its expiry.
If you want to SqOff 1 day before 15:25 then you can enter like 1445 Mins
This is a new functionality and feel free to share your observations in case you find some issues.
Update version you can see at the left bottom of Login Screen.
1. We have added functionality for the Leg Rollover in case of positional Portfolios. This will change how the Positional Portfolios were tested till now.
This feature will enable the effective backtesting of different CSV generated from different systems such as TradingView / AmiBroker etc
Here we will describe how a Positional Portfolio will be backtested with a new leg rollover feature.
It will be suggested to use V2 Portfolio due to the leg counts.
Here you can notice that we have made a simple Positional Straddle with the Weekly Expiry where Start Day set to 28 and the SqOff day was set to 0. Suppose we are starting the Backtest from 01-Jan-2025, Now understand how the backtest will be done in this case.
Test Start Date: 01-Jan-2025
Start Day: 28
SqOff Day: 0
Now backinzo first adds the start day in the test start date which will come to 29-01-2025, further it will try to locate the next expiry from this date. Expiry can be any date on or after 29th which will be 30-Jan-2025 in this case. After calculating the Expiry date, backinzo will further reduce the Start Day to calculate the actual start date which will be calculated as 02-Jan-2025. It will further check if 02nd is a holiday and if that is a holiday then it will perform calculations as per the user selection.
So, backinzo will start the actual portfolio on 2nd despite the user has selected a start date from 1st jan 2025.
Calculated Test Duration: 02-Jan2025 to 30-Jan-2025
Expiry: Weekly
Now as per user inputs backinzo has calculated the duration of test for the portfolio, now the question arises what if the leg has the weekly expiry and 02-Jan-2025 is the expiry day.
Here Leg Rollover settings come into the picture. If the user has selected for the Leg Rollover, then as per settings backinzo will perform a leg rollover or else leg would be SqOff before the expiry time - minutes as mentioned in leg rollover settings. By default it's mentioned as 5 minutes to leg would be sqoff on 02-Jan-2025 15:25 because 02nd was the weekly expiry.
Explanation of Leg Rollover Fields
Leg Rollover
In case of Positional Portfolio, it's possible that any leg within the portfolio may be getting expired before the Portfolio’s SqOff time. In this case users can select the Leg Rollover Options from here.
In any choice, the existing leg would be SqOff 5 Minutes (or the mentioned minutes) from the expiry. Now a new leg would be entered or not will be decided by your choice.
None: No new leg would be entered.
SameStrike: A new leg of the same strikes would be entered from the next expiry as selected.
ReValidate: A new leg from the next expiry would be entered as per the leg selection criteria as a fresh leg. Suppose leg selecting criteria was Nearest Premium 50 then new leg from the next expiry will be selected as the Nearest Premium of 50.
Minute Value:
Here you can specify the minute value. To sqOff any leg before these many minutes from its expiry.
If you want to SqOff 1 day before 15:25 then you can enter like 1445 Mins
This is a new functionality and feel free to share your observations in case you find some issues.
Update version you can see at the left bottom of Login Screen.
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Now users can test the CSV files which had the records where expiries were jumping.
Previously ”Summary Export” under the results tab was not considering the brokerage settings. Now, Summary Export will contain an additional column “Net P/L (PNL-Brk)” which will reflect the Net PNL after deduction of the Brokerage (if any specified). Cumulative PNL and MDD columns of the summary sheet will also take care of the brokerage settings.
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Backinzo - Advanced Options Backtesting Platform
Dear Users, Some Users are unable to test portfolios for SENSEX. 1. Click Settings > Cache Manager. 2. Enter -3882-3883 and the click Clean 3. Restart the Backinzo.
There is an update, Please update and perform this step again after the update. this should fix this.
A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.278
1. There are some changes w.r.t. The certain cases of Positional Portfolios.
In continuation to the update version 1.0.2.272 (you can refer to the above message ), Now Backinzo will treat the first leg’s expiry to derive the expiry of the positional portfolio.
Suppose first leg expiry was set as Weekly and Start day as 20 and the test will be starting from 01-Jan-2025.
In this case Backinzo will look for any weekly expiry on or after after 21st jan 2025 which will be 23-Jan-2025
Now suppose if the leg expiry was set as monthly, then backinzo will only look for the monthly expiry on or after 21st which will be 30-Jan-2025
Update version you can see at the left bottom of Login Screen.
1. There are some changes w.r.t. The certain cases of Positional Portfolios.
In continuation to the update version 1.0.2.272 (you can refer to the above message ), Now Backinzo will treat the first leg’s expiry to derive the expiry of the positional portfolio.
Suppose first leg expiry was set as Weekly and Start day as 20 and the test will be starting from 01-Jan-2025.
In this case Backinzo will look for any weekly expiry on or after after 21st jan 2025 which will be 23-Jan-2025
Now suppose if the leg expiry was set as monthly, then backinzo will only look for the monthly expiry on or after 21st which will be 30-Jan-2025
Update version you can see at the left bottom of Login Screen.
👍3❤2
A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.279
1. In continuation to the update version 1.0.2.278 (you can refer to the above message ), There are few more changes with respect to the positional backtesting.
It is important to understand that every parameter for the backtesting should be set logically, it's not like randomly setting anything.
=> Eg. If you're setting Start day as 26 then if you minus it from the last Thursday of the month, then mostly it will be set on Saturday. So it will be mandatory to tick the option “If start day if a holiday then use previous working day as start day”
=> Another important thing is to understand that the new portfolio will go into the execution only and only if that is completed a day ago. Lets explain with an example.
Support you have set the start day as 28 and end day as 0 and you are testing from 01-Mar-2024 till 30-Apr-2024. In this case Monthly Expiry of the march is 28-03-2024 and we have start day as 28 so the portfolio will start from 01-Mar-2024 and ends on 28-Mar-2024
Now when backinzo check for the April, the april expiry is on 25-Apr-2024 and the start date of portfolio will become 28-Mar-2024, but the portfolio was already under execution on that day for the match month. Hence backinzo will not run that portfolio for the April because the Start Date and End Date combination doesn’t marching.
=> If you’re using Start day more than 24, then always backtest with the 0p parallel counts.
Update version you can see at the left bottom of Login Screen.
1. In continuation to the update version 1.0.2.278 (you can refer to the above message ), There are few more changes with respect to the positional backtesting.
It is important to understand that every parameter for the backtesting should be set logically, it's not like randomly setting anything.
=> Eg. If you're setting Start day as 26 then if you minus it from the last Thursday of the month, then mostly it will be set on Saturday. So it will be mandatory to tick the option “If start day if a holiday then use previous working day as start day”
=> Another important thing is to understand that the new portfolio will go into the execution only and only if that is completed a day ago. Lets explain with an example.
Support you have set the start day as 28 and end day as 0 and you are testing from 01-Mar-2024 till 30-Apr-2024. In this case Monthly Expiry of the march is 28-03-2024 and we have start day as 28 so the portfolio will start from 01-Mar-2024 and ends on 28-Mar-2024
Now when backinzo check for the April, the april expiry is on 25-Apr-2024 and the start date of portfolio will become 28-Mar-2024, but the portfolio was already under execution on that day for the match month. Hence backinzo will not run that portfolio for the April because the Start Date and End Date combination doesn’t marching.
=> If you’re using Start day more than 24, then always backtest with the 0p parallel counts.
Update version you can see at the left bottom of Login Screen.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.280
Backinzo has a fantastic feature of Premium Comparison. For more details you can click the following link. In this we have added an additional field to avoid the actions where strikes remain the same and execution was happening in the same strikes.
https://t.me/c/1694489118/16175
SqOff & Action only if Change in the Strike of the leg
This will work only with legs which have relative strike selection eg ATM, ATM-100 etc.
If Ticked, then the app will check if there is a change in the strike or not. This will avoid the unnecessary re-execution of the leg / portfolio.
Example leg was set for ATM and the strike of the leg is 25000 and the premium comparison condition got hit.
Now before SqOff the leg as per user selection, App will check the current ATM (leg’s selection criteria), if the current ATM is still 25000 then it will not take any action.
In other ways, premium comparison conditions will only work when there is a change in the strike for the leg.
Update version you can see at the left bottom of Login Screen.
Backinzo has a fantastic feature of Premium Comparison. For more details you can click the following link. In this we have added an additional field to avoid the actions where strikes remain the same and execution was happening in the same strikes.
https://t.me/c/1694489118/16175
SqOff & Action only if Change in the Strike of the leg
This will work only with legs which have relative strike selection eg ATM, ATM-100 etc.
If Ticked, then the app will check if there is a change in the strike or not. This will avoid the unnecessary re-execution of the leg / portfolio.
Example leg was set for ATM and the strike of the leg is 25000 and the premium comparison condition got hit.
Now before SqOff the leg as per user selection, App will check the current ATM (leg’s selection criteria), if the current ATM is still 25000 then it will not take any action.
In other ways, premium comparison conditions will only work when there is a change in the strike for the leg.
Update version you can see at the left bottom of Login Screen.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.281
1. In certain cases, Few users were getting an exception while trying to perform Excel CSV Import based backtest. It's Fixed now.
Update version you can see at the left bottom of Login Screen.
1. In certain cases, Few users were getting an exception while trying to perform Excel CSV Import based backtest. It's Fixed now.
Update version you can see at the left bottom of Login Screen.
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A new update of Backinzo was rolled out. When you restart the Backinzo, there will be an update version 1.0.2.285
1. In a very rare case of a positional portfolio where there are few very far hedges exist and delta based SL was set for the legs, in rare cases that SL was getting skipped due to the hedge leg.
This is fixed now.
Update version you can see at the left bottom of Login Screen.
1. In a very rare case of a positional portfolio where there are few very far hedges exist and delta based SL was set for the legs, in rare cases that SL was getting skipped due to the hedge leg.
This is fixed now.
Update version you can see at the left bottom of Login Screen.
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