Index futures back testing?

Discussion in 'Strategy Building' started by farmerjohn1324, Oct 27, 2022.

  1. MarkBrown

    MarkBrown


    agreed look no futher just buy it and start bitchin at them to improve it. i just bought my 3rd platform from them.
     
    #11     Oct 27, 2022
  2. so you don't know; according to Einstein ignorance is not an opinion.
     
    #12     Oct 27, 2022
  3. where is this validated or published?
     
    #13     Oct 27, 2022
  4. TrAndy2022

    TrAndy2022

    I know it, because I have read it, but I cannot remember the source of it and I have it not saved. How should I know that you will ask me of proofs and source a few years later when I read it ? You can google search yourself, there is something to be found here. I will not spend an hour for you to do that as it does not interest me. Do not be lazy. You asked something and you got an answer. If you want more you can feel free to do your work/search.
     
    Last edited: Oct 27, 2022
    #14     Oct 27, 2022
  5. don't tell me, show me and yes years has dulled your memory. And no - I did not get an answer. And a whole hour - my oh my!
     
    Last edited: Oct 27, 2022
    #15     Oct 27, 2022
  6. TrAndy2022

    TrAndy2022

    With that aggressive tone and you have already offended, you really want an answer from me ? Then doityourself and answer it for yourself.
     
    #16     Oct 27, 2022
  7. so you don't know, can't remember, suffer from memory loss and refuse to find it and I'm the aggressive one for just asking? Well we can add easily irritated to your list.
     
    #17     Oct 27, 2022
  8. Experience. I am running a couple of dozen of tick-level charts on an old processor. CPU Utilization rarely goes above 60%.
    I've used both IQFeed and Rithmic....both are rock solid.
     
    #18     Oct 27, 2022
  9. did you ever paper trade for say a week with a bot and back test same week; with Niinja you get strudel -with Trade Station perfect fidelity.
     
    #19     Oct 27, 2022
  10. There are three features which can cause a difference in backtest vs. realtime results.
    1) Set statements: SetStopLoss, SetProfitTarget, etc. These statements operate INTRABAR...so in Backtest mode, Multicharts does not know which came first...the high or the low.
    2) IOG set on (IntrabarOrderGeneration=True). This setting will cause ALL ORDERS to be fired anytime within the bar vs. fired at the end of the bar.
    3) Renko bars - the current implementation is buggy as I have witnessed. To resolve this, I switched to the newer FlexRenko bars and all is well when backtesting.
     
    #20     Oct 27, 2022