System Backtesting

[sidinuk]

Hi all,

Can anyone help me please! I am looking for a reasonably priced piece of software which will automatically backtest system ideas, along the lines of Tradestation, but without all the extras that Tradestation provides.

I have all the data I need and just want to automatically test various entries and exits without having to manually go through each days data. Does anyone have any suggestions?

Thanks very much,

Tim

 

[mmillar]

Depends what you mean by 'all the extras'.

I have recently purchased eSignal and am just getting to grips with its backtesting language (Java based).

I have also used MetaStock in the past which has a complex backtesting language.

cheers

mmillar

 

[sidinuk]

Hi MMillar, thanks for replying.

By extras I mean the monthly subscriptions to their price feeds, brokage accounts etc. I just want to be able to load my data in, then program a system and let it back test my own data.

E-signal looks like $69 per month for E-mini's, is that right?

cheers

Tim

 

[Trader333]

Sidinuk,

Which markets do you want to backtest and how far back do you want to go ?



Paul

 

[sidinuk]

hi Paul

I am specifically looking at ES. I have a year's worth of intraday data available, beyond this I would have to buy the data. Obviously the further back the better! Basically I just want to test out a few ideas but it takes ages (and is very boring) doing it manually in Excel!

Tim

 

[Trader333]

Hi Again Sid,

If I were you I would try and get a second hand copy of Tradestation 2000i which I have seen advertised quite cheaply in the past. This would be the easiest way by far to do your backtesting and you would also get the option to download all data you wanted for US based stocks and futures FOC. You can sometimes find Tradestation on Ebay but make sure you get the 2000i version. What sort of parameters are you wanting to backtest ?


Paul

 

[be-positive]

Does anyone have ??? (willing to lend FREE :cheesy: :cheesy: )
A copy of a second copy of T**********N 2000i

 

[sidinuk]

Thanks Paul, I shall see if I can find a copy somewhere.

I'm just looking at different levels of trailing stop loss and potential profit targets, nothing too fancy. Maybe I'll try and right an Excel Macro to do the analysis that I want.