Precise Backtesting When Trading Many Option Strike Prices?

Hello MC and MC Users,

I'd like to code an automated trading strategy that trades/analyzes many different Option strike prices at the same time. I'm guessing each strike price would be considered a different symbol from a programing POV.

Is it possible to have my backtest's entry/exit fills for such a "multi-symbol" strategy be based on actual Bid and Ask prices (rather then Last prices)?
I know this can be done when trading 1 symbol at a time (via MC's "Precise Backtesting" feature explain here http://bit.ly/1RP8kyM), however I'm not sure if its possible when trading multiple symbols (aka: multiple Option strike prices) at the same time.

Also, would using Multicharts' Portfolio Backtesting and Portfolio Trading feature (as explained here https://www.multicharts.com/portfolio-backtesting/) be the best way to backtest and trade such a strategy? Or is there a better way of doing this?

Thanks!

PS.
I intend for this strategy to trade/analyze 100s of different Options strike prices at once (which is pretty typical for automated Option trading). Thought I'd let you know this because I'm not sure if there are limits on how many symbols (aka strike prices) MC can trade/analyze at once.

Is it possible to have my backtest's entry/exit fills for such a "multi-symbol" strategy be based on actual Bid and Ask prices (rather then Last prices)?

Unfortunately not from my understanding; precise backtesting with bid and ask prices is only available on individual charts. So in your usage case, you're then looking at creating 100s charts (one for every option symbol). That's likely not practical.

Also, would using Multicharts' Portfolio Backtesting and Portfolio Trading feature (as explained here https://www.multicharts.com/portfolio-backtesting/) be the best way to backtest and trade such a strategy?

I think the Portfolio Trader would be the best way to go when backtesting many options.

If I may add another tip, if possible: download bid data for these options and use that as 'trade' data in the Portfolio Trader. That way you have more price data to backtest on, and more strategy calculations. The problem with using trade data for options is that there are not always that many trades (as you know), and you may get weird results in the Portfolio Trader backtest results if several of your options only trades a couple of times per day (for instance).