Backtesting the Dow with CMC MarketMaker

This is a discussion on Backtesting the Dow with CMC MarketMaker within the Trading Systems forums, part of the Methods category; Hi I have recently developed a system which I would like to backtest for intraday trading of the Dow. The ...

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Old May 24, 2007, 3:29am   #1
Joined Jan 2007
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
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Old Jun 10, 2007, 11:16pm   #2
 
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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
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Old Jun 10, 2007, 11:56pm   #3
 
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http://www.prorealtime.com
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Old Oct 21, 2007, 11:49pm   #4
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tradestation for backtesting, free if brokerage acct
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Old Oct 26, 2007, 3:14pm   #5
 
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Visual Chart for backtesting up to 8 years intraday historical data.
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Old Oct 27, 2007, 6:58pm   #6
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lurkerlurker started this thread Thanks guys - this thread is dead though.
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Old Oct 30, 2007, 11:15am   #7
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test post please ignore
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Old Apr 1, 2008, 11:42am   #8
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Has anyone used CMC programme for testing and come up with something that works? (just a shot in the dark)
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Old Apr 3, 2008, 1:20pm   #9
 
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as above, they outsource charting/backtesting to IT-Finance, go to ProRealTime.com and click on strategies for examples.
I've been using the same software but through IG-Index and it works ok. Have just dropped my backtesing strategy into my CMC MM trial account and it works fine.
There is one bug that you will need to work around, on the backtesting tab under "2 -Money Management" click Capital Management and set the initial capital to something like 1million. It then magically works! Couldn't get a decent response why out of IGIndex, got the impression this feature isn't used a lot.

On this topic don't suppose you or anyone else could advice on a good platform for taking these strategies to the next level and automating them? I'm mainly looking at the Futures on the DOW, FTSE and Oil?
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