Javier

Am curious. How is up so far? I guess fine.

Very interesting analysis. Please don't forget 2016 has been a very low IV year, clearly favoring calendars vs straddles and some other low IV strategies as Vxx contango ones. Maybe be a so calm year will not repeat ever and We need to be ready to switch. Just to finish, I was not with SO at 2015 YE, but I greatly appreciate a kind of "lessons learnt in 2016" from the leader. I would encourage Kim, il He and other members agree, to do an overall analysis and a little more detailed strategy by strategy one, or as He cosiders more suitable. Merry Christmas to You all.

No, in Tradestation you pay data apart, you pay for all. Same with Portfolio Maestro or Radarscreen. To be honest, I also use a paper TOS account for Option backtesting. As you say there are some SW fee waiving mechanisms (no data) ..... 50+ option contracts/month, 1.000.000+ $ equity, 10+ futures contracts/ month ..... So that, Tradestation is a must for FUTURES Systems Trading developpers and consumers that "also " trade shares or Options. Their robot trading backtesting and real is more than outstanding with many statystical tools, even Montecarlo walk-forward analysis.

As a wrap up Tradestation is very good for Trading (manually and automated) FUTURES, and probably the best for testing and automatizing strategies with FUTURES (with easylanguage programming language). Their Options SW platform is not TOS but good enough, miles ahead of IB. IB excells in price and order execution. Tradestation option price is 1$/contract and never had a problem with order exec. No bactesting at all for options. I use Tradestation for Futures and complex option spreads (i need to graphically see position and porfolio risk) and IB for less visual spreads (.... covereds, ICs). Their mobile option platform is again better than IB but worse than TOS. You need to be a resonable active trader, otherwise, can be unnaffordable expensive.

Sorry forget. misanderstood question