MesoSim v2.6: External CSV Data and Stepping on Strikes

We have a short April Sale celebrating the first anniversary of the first successful backtest in MesoSim. Find the details here

We are happy to share that two of our most requested features were added to MesoSim:

External Data from CSV:
Users can now bring their own indicators / signals / pricing data via the External Data interface. Just upload the data to Github Gist or Google Sheets and specify the URL in your backtest run. From that point, all your variables can be used in all Lua Statements as variables. 

Stepping on booked Strikes:
Prior to MesoSim 2.6, the options contracts usable for new entries and adjustments were excluding contracts that were taken by any leg in any position. 
This behaviour was a useful simplification in our SimBroker and also represented how we personally trade options strategies. Some of our users, however, don't mind re-using options contracts. To support their use-case we implemented a mode of operation which enables sharing contracts across positions. 

Please head to our official documentation to read more about the mechanics of this two new features.

Upcoming features:

  • We are actively working on adding Russell-2000 (RUT) and VIX data
  • Add Leg Adjustments are the next key feature we are delivering soon