Backtesting

Discussion in 'Strategy Building' started by Spectra, Feb 22, 2007.

  1. What do you guys feel the best platform is for backtesting?

    CS
     
  2. maxpi

    maxpi

    I really only know Tradestation so I can't comment in a real way as to the best out there. One odd thing though, I found that I could use Tradestation's Radarscreen to backtest in a crude fashion and that enabled me to run tests on 1000 issues at a time with maybe a year's worth of intraday data somtimes. That was with TS2000 and data from Qcharts before esignal dismantled the qcharts unlimited data setup. That sort of satisfied the need for a large sample, 1000 years worth of data!! You could do the same with Excel but it was a lot easier with Tradestation.

    If Tradestation had a comprehensive tech manual it might be among the best. The forums can be helpful, but it is not real easy to work things out typically. The charting is great but tick and volume charts with a global cursor will not line up right for some reason, I had to revert back to time based charts.

    The nice thing about the charting with TS is that it is very, very pleasant to look at if you set it up to be. I just don't get eye strain with it and the drawing tools work ok.
     
  3. I don't know of anything more EASY and say complete than Tradestation that available to an average account retail trader.

    I can't talk for guys who claim to be professional programmer and prefer building their own platform from scratch, which seems to be very common talk coming from many ET traders here :confused:

    Do we really have so many good programmers here, or bunch guys full of shit