Backtesting

Discussion in 'Automated Trading' started by sun170, Oct 30, 2006.

  1. Oh Dear. Finally the competition is catching up fast. Soon even my grandma will be able to backtest. LOL
     
    #11     Nov 2, 2006
  2. Rong

    Rong

    Where is the website
     
    #12     Nov 2, 2006
  3. alcatwize

    alcatwize

    #13     Nov 2, 2006
  4. Rong

    Rong

    Thx I will check it out
     
    #14     Nov 3, 2006
  5. sun170

    sun170

    Thanks for all the responses. It seems like tradestation would be the quickest to learn cause its mostly in simple language. I believe my firm (Assent) uses linux for there API so i would have to pay a programmer to code it anyway.

    Does anyone know if tradestation supports multiple timeframes in a strategy?

    Also how many stocks can it support in one portfolio for a backtest scan??

    Once again, thanks for all the responses:)
     
    #15     Nov 4, 2006
  6. Rong

    Rong

    Hi guys have been playing with the right edge 15 day thing and I am not sure about the indicator function , it appears that you can not get what you want ie: MACD you cannot put the trigger on it or use more than one MA, I tried to use a simple and a exponential , the only way I could do it but that was not good.
     
    #16     Nov 4, 2006
  7. elit

    elit

    Doesn't sound good...
    :(
     
    #17     Nov 5, 2006
  8. I'm not sure I understand what you are trying to do. You can put as many indicators as you want in a project, and triggers should work too. You would want a crossover trigger, and set its inputs to the MACD and the EMA of the MACD, for example. Does this help at all?
     
    #18     Nov 7, 2006
  9. Rong

    Rong

    That is the problem it wont let me use more than one MA ie: one for the chart and not one for the MACD a 9 MA
     
    #19     Nov 7, 2006
  10. telozo

    telozo

    There is no portfolio backtesting in Tradestation. Only one by one.
    You can use multiple time frames in the same chart window, and reference them in your strategy, but orders can only be generated for the first timeframe.

     
    #20     Nov 7, 2006