backtesting market properties instead of trades

Discussion in 'Strategy Building' started by samewhat, Jul 6, 2009.

  1. samewhat

    samewhat

    Many backtesting software, such as tradestation and ninjatrader, let us backtest trading strategies where you define entry and exit signals. Basically, it's only for testing Trades through historical data. However, they don't allow us to conduct statistical study to find out characteristics of the market or the price movements. I have been using excel in this regards for awhile. However, excel is not optimised to conduct study on the market since it's also made for many other purposes. It also crashes or slows down significantly while processing too much data.

    I would like to know whether there are existing softwares that's built mainly for conducting statistcal study on the market.

    Thank you!
     
  2. samewhat

    samewhat

    I'm sorry for double posting, I created another thread on the same topic earlier today, but at the time, it said I didn't have the permission for posting threads. I didn't know that thread was actually created. Sorry!