graph signal vs average price. bt packages ?

Discussion in 'Strategy Development' started by johnb8211, Mar 31, 2012.

  1. johnb8211


    I am looking for a backtesting package that will for any single signal I give it show the average price after for a time. So not entry and exit. Just entry.

    Nice to haves:
    (1) standard deviation bars on this

    (2) it will store every such graph so that I can click through and look at each individual price action a little before and after and it is close to instant between the click and showing the graph

    (3) millisecond precision on backtest tick data

    (4) level 2 quote based backtesting