Is there a simple way to backtest nadex? It seems somewhat difficult to determine how profitable a system is since it is hard to determine your realized p/l. There’s alot I want to say but I’ll try to condense it. Here it goes: Looking at data from months ago my strategy says I should buy at 1.8000 at (nadex contract price was hypothetically $54 at that time) and it says I should have a take profit at 1.8010 or at a certain price later (say $83)… I’m looking at historical data so is there some type of alternative backtesting method since I don’t know what the price was when I entered at 1.8000, what the price of the contract was at 1.8010, or where the market was when the price reached $83?
Backtesting nadex
darrell
#2
We are building a historical recording data engine now for charting contracts etc . and it is in progress of recording the data. As we get it complete we will look to roll it out but there is no timeline at the moment.
You can do theoretical pricing (pretty complex) but would need implied volatility calculations done correctly each day sort of how we do our deviation levels (and IV may vary somewhat intraday).
So the short answer is without being a math whiz and having all the historically IV calculated correctly then not yet but we are working towards a solution 
Darrell