ELMAG is a Monte Carlo program made to simulate electromagnetic cascades initiated by high-energy photons interacting with the extragalactic background light. Photons propagating in an external magnetic field may oscillate into axions or axion-like particles (ALPs). Such oscillations lead to characteristic features in the energy spectrum of high-energy photons from astrophysical sources that can be used to probe the existence of ALPs. We have implemented ALPs into ELMAG, complementing thereby existing descriptions of photon-ALP oscillations with a Monte Carlo treatment of high-energy photon propagation and interactions. Here, we discuss the implementation of ALPs into ELMAG, review the expected signatures of photon-ALP oscillations and stress the importance of a proper treatment of magnetic fields. Furthermore, we introduce a new statistical test using the discrete power spectrum, which may significantly improve the sensitivity of astrophysical ALP searches.