Good backtesting software for all NYSE listed

Discussion in 'Strategy Development' started by beer money, Nov 25, 2005.

  1. What would be the cheapest backtesting software that would let me test an intraday strategy on every NYSE listed stock. I would need volume and price parameters as filters too. When a stock made a new 52 week high this would be the criteria for entry. Trailing stops would be involved too. I would need it to be able to test every stock that made a new 52 week high for that specific day. Going back as far as possible to test as many different market conditions as possible. Any suggestions appreciated.
     
  2. amibroker works, mind you I use it for EOD, not intraday, but I have tried it, youll just have to find an intraday data provider for NYSE.
     
  3. Ok. The thing is I need to test on all NYSE simultaneously. I need to be able to filter stocks for price and volume parameters as well. Sorry if I sound like a noob, but thats because I am. I dont want to sign up for a service and then have it not be able to do what I need it to. I just started fooling around with the free WealthLab demo and I dont think it will do what I need it to. Someone correct me if I am wrong or point me in the right direction. I am not new to trading, just to backtesting. Someone has already been using the strategy I want to test successfully for 4 months. I just want to make sure there is really an edge there and also see if it will perform poorly in certain market conditions. Thanks everyone.
     
  4. Yes you can filter volume and price. It may take 30 seconds or so each time you run a backtest though for all NYSE stocks, in case you need real time buys and sells. I have an article that shows some of what is possible intraday with Amibroker here:

    http://www.amibroker.com/docs/MTFIndicators.html
     
  5. 2003-present chart of a 52week high system on the NYSE
     
  6. 1980-present chart of a 52 week high system on the NYSE