user1105: On Windows, I used Shredder to not only analyze my games, but play the game against me or against itself from any given position. 
I used many engines but only found that option in Shredder, maybe I didn't notice that option in other engines.
Now I dumped Windows, and moved to Linux, Xubuntu. While I still could run Shredder on wine, I'd like to know if there's an engine, that runs natively on Linux and that has that option.
I have Pychess and Scid with crafty. I still don't see it, on Windows I tried many engines and didn't see it, is Shredder the only engine that has this option, or am I missing something? 
Edit
I would like to know if there's a free alternative to Shredder that has that option. If not, then I'll download Shredder.

user12396: As much as I love Linux (particularly Ubuntu) and as many downvotes I am going to collect with this, I must acknowledge something and move on: Chess software sucks in Linux and it is still in the pre-2000 era, if not worse. I am thinking for instance of the year 2000 when a particular software for Windows 9x was released (I don't want to give them free publicity) with a beautiful interface and lots of easy to use options. 17 years before, there is still nothing that compares. Interfaces are ugly, non-intuitive, dissociated from the engines (e.g. some configuration options may work, some others may not without any notice) and often buggy.
The best option is a virtual machine with Windows 9x or Windows XP. There you may install your software and play against the emulated Chessmaster opponents, the Sparring mode in Fritz, and others. For me it is either that, or playing in lichess online with the internet browser. Or playing in Android in my phone (Droidfish with Rodent II engine, there is a Jim Ablett compile that works like a charm).
Someone is going to say now that this is not true. Yes, there is Scid and even Arena for linux, and you can install Crafty with book-medium-to-small and Stockfish, Pychess, Knights in KDE, and lots of options... Be my guest, Sir, give them a try...

user827: Features such as setting up a position and playing Engine vs. Engine are part of the interface, not the engine. XBoard, for instance, is both free as in speech and as in beer, supports both of these options and can be configured to use nearly any chess engine you wish; many other interfaces exist and have the same features.

user2529: Shredder 12 runs natively on Linux.
http://www.shredderchess.com/chess-software/linux.html

1105: <p>On Windows, I used Shredder to not only analyze my games, but play the game against me or against itself from any given position. </p>

<p>I used many engines but only found that option in Shredder, maybe I didn't notice that option in other engines.</p>

<p>Now I dumped Windows, and moved to Linux, Xubuntu. While I still could run Shredder on wine, I'd like to know if there's an engine, that runs natively on Linux and that has that option.</p>

<p>I have Pychess and Scid with crafty. I still don't see it, on Windows I tried many engines and didn't see it, is Shredder the only engine that has this option, or am I missing something? </p>

<p><strong>Edit</strong></p>

<p>I would like to know if there's a free alternative to Shredder that has that option. If not, then I'll download Shredder.</p>
 12396: <p>As much as I love Linux (particularly Ubuntu) and as many downvotes I am going to collect with this, I must acknowledge something and move on: <strong>Chess software sucks in Linux and it is still in the pre-2000 era, if not worse.</strong> I am thinking for instance of the year 2000 when a particular software for Windows 9x was released (I don't want to give them free publicity) with a beautiful interface and lots of easy to use options. 17 years before, there is still nothing that compares. Interfaces are ugly, non-intuitive, dissociated from the engines (e.g. some configuration options may work, some others may not without any notice) and often buggy.</p>

<p>The best option is a virtual machine with Windows 9x or Windows XP. There you may install your software and play against the emulated Chessmaster opponents, the Sparring mode in Fritz, and others. For me it is either that, or playing in lichess online with the internet browser. Or playing in Android in my phone (Droidfish with Rodent II engine, there is a Jim Ablett compile that works like a charm).</p>

<p>Someone is going to say now that this is not true. Yes, there is Scid and even Arena for linux, and you can install Crafty with book-medium-to-small and Stockfish, Pychess, Knights in KDE, and lots of options... Be my guest, Sir, give them a try...</p>
 827: <p>Features such as setting up a position and playing Engine vs. Engine are part of the interface, not the engine. <a href="http://www.gnu.org/software/xboard/" rel="noreferrer">XBoard</a>, for instance, is both <a href="http://en.wikipedia.org/wiki/Free_software" rel="noreferrer">free as in speech</a> and as in beer, supports both of these options and can be configured to use nearly any chess engine you wish; many other interfaces exist and have the same features.</p>
 2529: <p>Shredder 12 runs natively on Linux.</p>

<p><a href="http://www.shredderchess.com/chess-software/linux.html">http://www.shredderchess.com/chess-software/linux.html</a></p>
