Backtesting the Dow with CMC MarketMaker

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Jan 28, 2007
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#1
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

Well-known member
Aug 21, 2004
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Sheffield
#2
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
 

jm99

Active member
Dec 15, 2004
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Brighton
#4
tradestation for backtesting, free if brokerage acct
 
Apr 1, 2008
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#9
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?