Backtesting software that can handle tick data

Discussion in 'Data Sets and Feeds' started by SideShowBob, May 10, 2008.

  1. Can anyone recommend backtesting software that can handle tick data for futures? I'm currently using tradestation which is OK but I'm thinking other software may be faster.
     
  2. rickty

    rickty

    According to their website one of the features of Openquant is

    "intraday backtesting and automated trading with tick data" .

     
  3. maxpi

    maxpi

    Openquant is not real speedy as a backtester, I like it a lot but I read that others are faster. It does have the simulated annealing that allows a system with a large number of parameters to be tested a lot faster than brute force. Multicharts will do ticks and mix ticks with other bars on a chart or backtest, Tradestation wont allow ticks to be mixed with other bars.
     
  4. max - do you currently use both OQ and MC? I've been thinking of purchasing a new platform, (now using ts2000i), and these 2 have interested me. esp MC, due to the ease of transfer from TS.
    i hope to employ an ATS with IB..
    thanks
     
  5. max,

    Where did you read the speed reviews -- I'd be interested in reading that.

    SSB
     
  6. giladbi

    giladbi

    i used it (quant developer) and it slows as a dunkey in the desert. and that's on 1 min bar. when going down to ticks, it's wrose!
    the only time it's a bit speedy is when it's doing simple ma crossover
    the problem is that i also paid for it....