Backtesting the Dow with CMC MarketMaker

lurkerlurker · May 23, 2007, 10:29pm

Hi

I have recently developed a system which I would like to backtest for intraday trading of the Dow. The details of my system are located in my journal, but I will summarise here.

The system enters on confirmed DEMA crossovers. Confirmation is S/R levels or prolonged indicator divergence.

I would like some guidance on how to automatically backtest this. For money management, assume a static contract size. I would like to backtest with CMC MarketMaker if possible, so assistance directed to that platform would be helpful. I would be happy to hear of any alternative backtesting programs (with accompanying free intraday YM data) which are free, open source, or very low cost.

Any advice would be appreciated. I'm still trying to get my head around CMC MM backtesting.

Thanks in advance.

~LL

the blades · Jun 10, 2007, 6:16pm

Hello LL,

From memory, I believe their backtester is just a tie up with prorealtime. If you go to their site, you may find more help.

Cheers,
UTB

fibonelli · Jun 10, 2007, 6:56pm

http://www.prorealtime.com

jm99 · Oct 21, 2007, 6:49pm

tradestation for backtesting, free if brokerage acct

JOSEBA · Oct 26, 2007, 10:14am

Visual Chart for backtesting up to 8 years intraday historical data.

lurkerlurker · Oct 27, 2007, 1:58pm

Thanks guys - this thread is dead though.

rossored · Oct 30, 2007, 6:15am

test post please ignore

hot_property · Apr 1, 2008, 6:42am

Has anyone used CMC programme for testing and come up with something that works? (just a shot in the dark)

May 23, 2007, 10:29pm	#1
lurkerlurker Legendary Member Member Since Jan 2007 2,456 Posts	Backtesting the Dow with CMC MarketMaker Hi I have recently developed a system which I would like to backtest for intraday trading of the Dow. The details of my system are located in my journal, but I will summarise here. The system enters on confirmed DEMA crossovers. Confirmation is S/R levels or prolonged indicator divergence. I would like some guidance on how to automatically backtest this. For money management, assume a static contract size. I would like to backtest with CMC MarketMaker if possible, so assistance directed to that platform would be helpful. I would be happy to hear of any alternative backtesting programs (with accompanying free intraday YM data) which are free, open source, or very low cost. Any advice would be appreciated. I'm still trying to get my head around CMC MM backtesting. Thanks in advance. ~LL

Jun 10, 2007, 6:16pm	#2
the blades Legendary Member Member Since Aug 2004 1,336 Posts	Re: Backtesting the Dow with CMC MarketMaker Hello LL, From memory, I believe their backtester is just a tie up with prorealtime. If you go to their site, you may find more help. Cheers, UTB __________________ you fill up my senses

Jun 10, 2007, 6:56pm	#3
fibonelli Legendary Member Member Since Oct 2006 1,341 Posts	Re: Backtesting the Dow with CMC MarketMaker http://www.prorealtime.com __________________ Audere est Facere "The trend is your friend and divergences are your best friend until the bend at the end" Party on like it's 1930, until Mr C (Wave) gatecrashes the party.

Oct 21, 2007, 6:49pm	#4
jm99 Senior Member Member Since Dec 2004 205 Posts	Re: Backtesting the Dow with CMC MarketMaker tradestation for backtesting, free if brokerage acct

Oct 26, 2007, 10:14am	#5
JOSEBA Rookie Member Since Oct 2007 7 Posts	Re: Backtesting the Dow with CMC MarketMaker Visual Chart for backtesting up to 8 years intraday historical data.

Oct 27, 2007, 1:58pm	#6
lurkerlurker Legendary Member Member Since Jan 2007 2,456 Posts	Re: Backtesting the Dow with CMC MarketMaker Thanks guys - this thread is dead though.

Oct 30, 2007, 6:15am	#7
rossored Legendary Member Member Since Dec 2002 2,069 Posts	Re: Backtesting the Dow with CMC MarketMaker test post please ignore __________________ Please do not message me about account deletion or moderation. For advertising issues ONLY please email advertising (at) trade2win.com

Apr 1, 2008, 6:42am	#8
hot_property Junior Member Member Since Dec 2007 33 Posts	Re: Backtesting the Dow with CMC MarketMaker Has anyone used CMC programme for testing and come up with something that works? (just a shot in the dark)

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