backtesting (tick data)

[mikeyy]

My system is in MLQ4 on metatrader and trades sweet crude oil futures.

It does well in forward testing in the month or so I have run it. It does reasonably well in backtesting in metatrader. But of course the metatrader backtester is extrememly limited.

I would like tick data for sweet crude oil futures for the past year or so. To run a proper decent backtest. Maybe this just isnt possible with metatrader. I would consider recoding in another language if required. I imagine that I may have to go commercial to achieve this aim - it probably wont be free. BUT i'm hoping that I could arrange a free trial period or something like that.

So, to the question - does anyone know of software/database that permits accurate (tick level) backtesting of strategies? thanks.xx

 

[alexander]

www.tickdata.com

 

[mikeyy]

thanks 4 quick reply. i checked out their website. i cant figure out whether they only supply the tick data or if they also supply a programable backtesting engine to put your strategy in. if no engine supplied - have you got any recommends? Could I import the data into metatrader and backtest that way? Is metatrader only limited because of its lack of given data or is the actual backtesting engine not much cop?

 

[mikeyy]

Further to my last, got their demo data (which is for 3 months) but unfortunately is does NOT include sweet crude oil futures. In fact, the data in their demo is very limited.

 

[Croupier]

So, to the question - does anyone know of software/database that permits accurate (tick level) backtesting of strategies? thanks.xx

Take a look at Neoticker...

 

[Tango_25]

mikeyy - give me the symbol and if it's available in my dataset, I'll send you a data file. Also, checkout my posting - search for "Profitable Neural Strategy".

Tango_25