Backtesting by forward testing!?

[shadowninja]

Maybe the wrong words for what I want but is there any software (perhaps MT4 can do this already?) that takes available data and replays it in real time, allowing me to place test trades to see if a system works by forward testing with past data?

Something to do at the weekend when my body is too shattered to do anything useful (like today).

 

[Chorlton]

Maybe the wrong words for what I want but is there any software (perhaps MT4 can do this already?) that takes available data and replays it in real time, allowing me to place test trades to see if a system works by forward testing with past data?

Something to do at the weekend when my body is too shattered to do anything useful (like today).

Shadow,

Amibroker has these features included. Both Bar Replay and actual Walk-Foward Testing.

Regards,

Chorlton

 

[shadowninja]

Hi

Thanks for the reply. Can you place trades during replay?

 

[LiggerPig]

NinjaTrader software would appear to be apt

 

[Chorlton]

Hi

Thanks for the reply. Can you place trades during replay?

The Bar Replay simply only allows you to step through historical chart data one bar at a time. It can be extremly useful if you want to mimic live trading as you focus on the right side of the chart! Not sure if this is exactly what you're after thou...

 

[shadowninja]

Ah, MT4 does that, too. I wanted something that plays data live whether it's random or real. I can test strategies in real time, then, actually placing orders.

 

[fifty2aces]

Ninja trader does this, although you need to let it "record" a trading day before you can replay it - not great if you need to test strategies on old data, but would be useful if you work during the day, and want to practice trading in the evening, or at the weekend.

I think Esignal has replay as well, though I haven't tried it.

 

[shadowninja]

I've been using the NinjaTrader simulator. Only downside is it generates in realtime rather than a day's data in seconds. Unless I've missed something.

 

[rols]

I've been using the NinjaTrader simulator. Only downside is it generates in realtime rather than a day's data in seconds. Unless I've missed something.

MT4 is fine for FX as long as you follow the following

Use a blank EA and load

then pause and add your custom indicators then continue

MetaTrader History Data Importing and Converting Tutorial for Quality Backtesting — Forex Blog

 

[shadowninja]

Ooh! Ta!

 

[shadowninja]

Well, simulated trading is daft on NinjaTrader. You can see the human element is missing. Been staring at it since 11am. It moves like a random number generator would. No panic, no fear.

Tell you what, though, this trading lark really satisfies my academic/intellectual inquisitiveness.

 

[r.w.]

Is this what you are looking for?

Testing Visualization: Manual Trading - MQL4 Articles

 

[shadowninja]

Thanks. Will have a look.

 

[fifty2aces]

Well, simulated trading is daft on NinjaTrader. You can see the human element is missing. Been staring at it since 11am. It moves like a random number generator would. No panic, no fear.

Tell you what, though, this trading lark really satisfies my academic/intellectual inquisitiveness.

The simulated feed is a random number generator - I think the purpose is just to get used to the interface and automated exits etc. If you want to trade "real time" on historic data, you need to use the Market Replay function.

 

[shadowninja]

Wonder if it's possible to get a random number generator that also generates random market/global occurances that affect the market (or at least potential decisions made by virtual traders). Well, of course it's possible, I guess. Be interesting to see what happens. You could run a hundred years' worth of data in minutes based on global and economic events and see outcomes.

 

[PKFFW]

This is something I want to do too but just haven't found the time yet.

I asked the NT support guys if you can load up past data(I used from 2003 as an example) and replay it using the replay funtion. They said yes. So I'm sure it can be done if you have the data on hand.

I don't know how to do it though.

Cheers,
PKFFW