Can TradeStation backtest intraday/tick data

Discussion in 'Data Sets and Feeds' started by cas, Dec 16, 2007.

  1. cas

    cas

    It has been a number of years since I've looked at TradeStaion. I called and spoke with a Rep who told me that absolutley TradeStation could do the following backtesting:

    -scan for gap up on the open (all stocks, gap amount greater than .50)- This was an area I had a problem with in the past..because I had to tell it the symbol list, but i want to watch all traded equities.
    -Volume > 500k
    -then record the highest high of the first 60min time period.
    -then backtest how much a stock moves past the 60min highest high

    because the entry price is down to the tick level (when the price = 60min high), I am wondering how hard it will be to set this up in TS and back test. Does anyone have expirence with TS doing this type of thing? Can it do it, or should I go to a more sophisticated platform? I wanted to ask in the TS forums, but I have to join TS before I can ask there.

    thanks,

    cas
     
  2. lindq

    lindq

    Investor RT at www.linnsoft.com is much more efficient, and a lot easier to use when backtesting a portolio and trading in real time. You can lease it monthly, and you'll need a data provider to download the daily and intraday data that you'll need.

    The problem with TS is that it was initially designed to handle one instrument at a time, and it isn't efficient when dealing with portfolios. I honestly don't know why anyone deals with it, given the alternatives that are available now.
     
  3. cas

    cas

    thanks...I will check it out.

    cas
     
  4. try the quant developer products. They are the BEST that I have found so far
     
  5. cas

    cas

    Sky, do you have a good URL? I'll pass it along to my developer on this project.

    thanks,

    cas