Backtesting Software

Discussion in 'Strategy Building' started by minmike, May 19, 2004.

  1. mmillar


    I'd love to bait Jack but he would then bamboozle, confabulate and generally confuse the shit out of me. :p

    If you're my better AND white trash what does that make me :confused: :( :eek:

    TradeStation 8 for me. I've tried both eSignal and TS and - trust me here - TS is MUCH better.
    #11     May 20, 2004
  2. ...I yield. Please, please tell me why TS is better. And why a pre-senescent old man shoud learn a new BT language. E-Signal's Un-Easy language was bad enough.
    #12     May 20, 2004
  3. Hello:
    First I would like to confess that I don't engage in traditional backtesting. For those who want to hear my argument, go to "YM in a can" where I present that argument.
    I am posting here because I wonder why more traders do not use Bob Linn's backtesting package "Linnsoft"? It seems to be a nice alternative to TS, wealthlab, Esignal and others. The language is simple to learn and Bob supports the product pretty well.
    By the way, I am not currently a user, and I have no relationship to the vendor. I use Excel and find it works just fine.
    I look forward to your comments and opinions.
    #13     May 20, 2004
  4. Would like to learn what's Non-traditional backtesting.

    Any pointers (sites, books, posts)?

    What are the main differences against traditional BT.

    Is it better than traditional BT, how do we know?

    How to do it (non-traditional one), if we want to try?


    Thanks in advance.
    #14     May 20, 2004
  5. Oddtrader:
    If you read the post, it points you to the thread where I have already made my argument. It is the next sentence after the one you quote.
    #15     May 20, 2004
  6. Do you mean this post?

    #16     May 20, 2004
  7. Yes
    #17     May 20, 2004
  8. nitro


    I have looked at everything in existence, and I am completely disillusioned with all retail packages.

    I am building my own from scratch in C#. I am finding the effort really beginning to pay dividends, but it's a huge amount of work.

    #18     May 20, 2004
  9. #19     May 20, 2004
  10. I'm a big fan of backtesting after having seen someone use it to design a *simple* trading strategy which operated more or less like a cash mint in the early 90's.

    After using backtesting on proprietary systems running on a 286!!!! (all night for a simple moving average with bands) and then Supercharts/Tradestation, I've broken with TS and ported over to Amibroker. I think Amibroker is a superior product for backtesting, although it does require you to have some inkling of programming skills to make it work. I looked at wealth lab, which was interesting, but didn't like the web-based interface. I prefer something that sits on my computer that I can use WHEN I want and if it goes under, I didn't spend all my time and effort learning a programming language which I can't even access (while I port over to something else).

    Amibroker is a steal for the price - just expect a fairly steep learning curve.
    #20     May 20, 2004