Backtesting options

JTrader

Guest
5,741 506
Backtesting applications

Hello

I'm interested in looking at backtesting both intraday and EOD TA based forex (but also any compatible with UK stocks) systems. It has been suggested that I may wish to build my own using VB or VBA. However, at present I know nothing about VB/VBA.

Are there any cheap/free, accurate and reliable backtesters readily available across the web or elsewhere that anyone can recommend, and that I'd be able to learn how to progam in a reasonable length of time?

And if so, do you know what datafeeds that they are compatible with?

Thanks for any suggestions

jtrader.
 
Last edited:

knorrie

Active member
148 1
I use AmiBroker ($129) for backtesting intraday forex and EOD UK stocks. It's compatible with a range of data feeds, including several free ones, and you can also import ASCII data from just about any source.

Have a look at www.amibroker.com.

For EOD UK stocks, you can import the free data from Yahoo or MSN. I find the latter better as there are too many errors with the Yahoo stuff, but not all symbols are available or current. I've recently switched to using the eoddata.com data for UK stocks, this is more of a manual process but less frustrating than finding out that Yahoo/MSN have a problem, which is pretty often these days.

For intraday forex and futures, I export the data from IB/Sierra using a freeware tool called mnd2txt which converts this to ASCII, and import this into AmiBroker. You can get about 1 years worth of 1 min intraday index and forex futures (not spot) data in Sierra format free from www.scmagic.com, this is updated every weekend, and use the same process to get it into AmiBroker without having Sierra itself.

Fire away if you have more questions, or PM me.

KenN
 
 
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