Backtesting issues

This is a discussion on Backtesting issues within the General Trading Chat forums, part of the Reception category; Originally Posted by syusuf66 Great. Thanks very much for the help mate. Appreciate it Hi syusuf66, I think it's a ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Jan 14, 2017, 11:51pm   #9
Joined Jan 2006
Quote:
Originally Posted by syusuf66 View Post
Great. Thanks very much for the help mate. Appreciate it
Hi syusuf66,
I think it's a great approach to engage in backtesting - even if there are going to be differences between live trading and backtesting. There will be things you will discover during the backtesting that you have not even anticipated at this point. It willl be better to find some of these out during testing than in live trading.

That said, I would suggest you take a small sample of live trades with small size prior to starting the backtest (or at the same time). I recommend this, because every time I work on testing a new strategy/new refinement I do now start with some live trades. i find even a small sample of live trades helps me to design the backtesting project more effectively, as there will always be some nuances that I had not thought through.

I don't trade stocks - but focus on currencies and indices - however I spent a lot time on testing. I blogged quite a bit on the testing I have done. You can search by the 'testing' category. Although we are talking different asset classes, it might still give you some food for thought.

Good luck.
__________________
Check out my FX trading blog - updated 5-8 times a month - entertaining and educational!

And for a honest look into trading, check out my T2W member profile (published Dec2015)
options-george is offline   Reply With Quote
Old Jan 19, 2017, 10:22am   #10
Joined Jan 2016
syusuf66 started this thread Hi options-george

Thanks for the advice. I am actually running forward testing/live paper trading whilst carrying out my historical backtesting too and it has been helpful.

Going back to the backtesting though.. I had a question. Do you know of any backtesting software which will allow me to export a list of of trades to an excel spreadsheet with the following format:

Stock - Date of entry - Entry Price - Date of Exit - Exit Price
(each trade on a separate line on excel)

I had a look at ProRealTime export feature and the Entry and Exit dates for each trade are divided over 2 lines.

Thanks
syusuf66 is offline   Reply With Quote
Thanks! The following members like this post: options-george
Old Jan 19, 2017, 12:12pm   #11
Joined Jan 2006
Quote:
Originally Posted by syusuf66 View Post
Hi options-george

Thanks for the advice. I am actually running forward testing/live paper trading whilst carrying out my historical backtesting too and it has been helpful.

Going back to the backtesting though.. I had a question. Do you know of any backtesting software which will allow me to export a list of of trades to an excel spreadsheet with the following format:

Stock - Date of entry - Entry Price - Date of Exit - Exit Price
(each trade on a separate line on excel)

I had a look at ProRealTime export feature and the Entry and Exit dates for each trade are divided over 2 lines.

Thanks
I am not sure whether your backtesting is automated or manual.
If manual, and you are using ForexTester2 (I think it's a one-off license fee of U$200) - then you can export the account history to Excel - and that includes all the data you have mentioned above.

Note with ForexTester you can upload historical prices for any instrument (regardless whether its a currency, a government bond, or a company stock) and then test it. The name is bound to make people think it can only be used for fx testing.
__________________
Check out my FX trading blog - updated 5-8 times a month - entertaining and educational!

And for a honest look into trading, check out my T2W member profile (published Dec2015)
options-george is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
US to UK - Tax Issues j0hn Home Trader 22 Feb 11, 2014 12:17am
Backtesting issues Albert Carey Trading Software 2 Sep 13, 2009 3:49pm
Forthcoming issues adz Stocks 1 Jul 10, 2009 11:50am
New Share Issues panic Stocks 2 Dec 7, 2004 6:16pm
UK tax issues Ende Brokerages 11 Dec 5, 2004 11:35am

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)