Recent content by kojinakata

Hi everyone, I aim to be a systematic trader, however I cannot decide which software/programming language to choose for my purpose. I am looking forward to your advice. Let's say I have a MACD Crossover system in hourly graphs with a higher Time Frame filter. I also do risk management with...

That is a very pessimistic answer :D. So what is my best bet if I want to do backtests, walk forward analysis of trading systems with money and risk management, incorporated slippage and commission, portfolio of diverse assets and other elements that will make it as best as possible? Can you...

Thank you for your answer. The following quotation is from quantsart blog: "We've spent the last couple of months on QuantStart backtesting various trading strategies utilising Python and pandas (http://pandas.pydata.org/). The vectorised nature of pandas ensures that certain operations on...

Hi everyone, What are the differences between vectorized and event-driven backtesting? Which type do you use? Is the difference important for non-HFT strategies like swing trading? Which one is more realistic? Any help is appreciated, thank you and I wish everyone profitable trades.

Any free&paid (free is better of course) software that might enable to assume % of slippage for simulating low liquidity and close-open difference? The aim to develop a mechanical/algorithmic trading strategy so the human is out of the equation from the start, I suppose.

I suppose that these limitations are the same when doing Walk Forward Analysis. Can you elaborate the limits and assumptions that these softwares have? Is taking slippage into account one of them? How can one identify these limitations and assumptions? What actions can a trader take to overcome...

Hi everyone, Is backtest necessary before WFA, or is it just a waste of time? Considering the fact that WFA will test the strategy's robustness and estimate its real time performance better, do you guys do backtests before WFA, or just put a strategy to test with WFA? WFA: Done only with...

Thank you for your reply malaguti. I don't optimize any of the parameters I do backtest on to avoid curvefitting. I plan to do forward testing to my strategies as well to measure their performance better. I just wondered whether MT4 had inferior backtesting qualities because it is free. I think...

Hi everyone, Does software play a significant role in the quality of the backtest? MT4 is capable of doing backtests and it is free but I am wondering if other software like Amibroker or Multicharts offer additional quality and maybe other capabilities that I cannot think of. Am I missing...