Backtesting and Market Replay

Discussion in 'Strategy Building' started by nourozi, Nov 26, 2013.

  1. nourozi

    nourozi

    Hi Guys,

    I am in the process of developing an automated strategy and am at the stage where I would like to test different variables across different markets over an extended period of time.

    Basically, I want to test a range of futures markets efficiently and accurately as possible.

    I have been told that I should follow this process:

    Backtest > Market Replay > Live Sim > Live.

    Sounds logical to me, however, I am not sure which data I should be using. I guess I would have to use a continuous contract? Does anyone know where I can get the most accurate back-testing and market replay data for Ninjatrader?

    Does anyone have any experience with the following vendors?

    http://www.backtestdata.com/
    http://www.marketreplaydata.com/
    http://marketreplay.net/

    Much appreciated.