Backtesting Tick Data

[Assaf]

Dear friends!!!

I am doing my first steps as a trader.
My goal is to trade futures intradaily.
Still, I have to do some backtesting upon a tick by tick data.
My data source is tickdata.com which provides an ASCII data files but i am
terribly confused as to what would be the best way and tool to analyze it.
I would appreciate it very much if anyone could bring my confusion to an end.

Cheers,

Assaf

 

[Spark5Trade]

Hi, did you mange with this? I am trying to find any tool which can process on this data.
Is there any emulator for backtesting?
please advice

 

[Adamus]

There are many software programs for backtesting. You need to say what kind of backtesting you are doing, what kind of system you are testing, etc. Otherwise you might as well just use a search engine to browse the web.

 

[fobos]

Dear friends!!!

I am doing my first steps as a trader.
My goal is to trade futures intradaily.
Still, I have to do some backtesting upon a tick by tick data.
My data source is tickdata.com which provides an ASCII data files but i am
terribly confused as to what would be the best way and tool to analyze it.
I would appreciate it very much if anyone could bring my confusion to an end.

Cheers,

Assaf

tickzoom.org

 

[Spark5Trade]

Hi Adam, thanks for you reply. I am actually using a Orbis pro system for my online trading, and I thought on having a tool which will help me simulate tick data so I will able to use any Level II form and do some commands practice on it.
BTW - is it possible to get real time tick data? (unprocessed data) so I will able to gathered it and prepare an online software simulator by myself?

 

[Adamus]

HISTORICAL TICK DATA

or

tickdatamarket.com : base historique de données financières

(possibly connected - haven't used either) for historical tick data.

you can get tick data in real time and gather it, as some on this forum do, from whichever datafeed you subscribe to, often your broker, when they offer a programming API e.g. IB. Or perhaps Tradestation.

What do you mean by 'simulate tick data' ? Are you thinking of producing tick data using a Monte Carlo type engine? I don't think it would be so useful, you wouldn't get the essential characteristics of the markets that make them tradeable - although of course it would be useful for purely random runs.

 

[Spark5Trade]

Thank you!

I thinks Interactive Brokers will meet with my requirements.

 

[gabethegrape]

For a cracked copy of tradecision 4.5 I can swap the following tick data:

[email protected]

 

[hillsbilly]

Hi Assaf,

I am also a newbie trader looking to back-test data so thank you for starting this thread. If you go to Software you can see how traders rate their software. You may want to take a look at Trade Blox which has caught my eye.

Good Luck,
Hillsbilly