Intra-day backtesting with TradersStudio

Discussion in 'Trading Software' started by redbank199, Dec 3, 2006.

  1. Any one using TradersStudio 2.0 for
    backtesting intra-day systems ?
    If you are, could you comment on
    its ability to chart, develop, and
    backtest intra-day systems ?

    I thought it should be a pretty good
    platform for developing trading systems
    since Mr Ruggerio himself designs and
    uses it. I like to try it; unfortunately I
    just got an email from their sales saying
    they do not offer any trial at this time.
     
  2. I don't use TradersStudio for intraday trading, but there is little reason to think it would be any better or worse than using it for daily trading. It's really a question, imho, of finding good data. Provided you have a good source for data that can give you enough data points for system creation, you should do fine.

    It's good software - provides excellent money management, charting and back-testing abilities (including optimization). And it's a bargain. I'm enjoying using the software although you should definitely expect to be programming a fair amount.
     
  3. droskill,

    Thanks for the reply. I am using eSignal
    for real time data. However, I also use
    QCollector to download and collect the
    historical intra-day data. So I should
    have some good intra-day data for
    backtesting after a couple of months,
    although I do not rule out the need to
    purchase/find historical data beyond
    a couple of months.

    I do expect some degree of programming
    and I probably will enjoy this kind of
    programming and intellectual challenge
    more than programming for my "regular" job :)

    What I am not sure about TradersStudio's support of backtesting
    intraday is is it fully supported or there
    are some limitations ? E. g., would it be
    able to display any minute interval charts ? Would it calculate those performance numbers correctly knowing that each bar could be one minute or
    five minutes as opposed to one day.
     
  4. Hmmmm...I'm having an issue with my computer at the moment so I can't tell you off the top of my head. Ok - picked up the manual, and for every session you can define the properties of the timeframe. So you can define how many bars to look back in the data, and the frequency of the data.

    So you can get the data in and do analysis on it. I'm assuming that, given that it bases all backtesting reporting, on the actual trades it makes, that the reporting would work fine. The reporting is also very customizable - so I don't think it would be very challenging to write any report you needed.

    I'm sure Murray will chime in here any minute to clarify if I've made any mistakes!

    Hope this helps....