Intraday Backtesting

Discussion in 'Strategy Building' started by john_nyc_trader, Nov 19, 2003.

  1. mmillar

    mmillar

    Hi John,

    TradeStation is the market leader and the 'standard' backtesting package. It depends on which instruments you are interested in but I believe they hold over 10 years of 1 min data for US stocks and futures and 30 days of tick data. It costs between $100 and $200 per month (+ exchange fees) depending on what options you choose. I don't know you mean by 'best' data. It seems reliable and OK to me.

    Cheers

    Martin
     
    #11     Nov 20, 2003
  2. Here is a snapshot. Our system lets you go back in time and see what alerts were triggered and when and you can tweek those settings as much as you want
     
    #12     Nov 20, 2003
  3. Socal

    Would this let me set a filter of a moving average difference?

    Such that the difference in the 20ma and the 10ma is <25 cents,etc?

    Thanks



     
    #13     Nov 20, 2003
  4. We have a screener section that tries to predict in which names a moving average is likely to cross another as well as some other stats. http://www.trade-ideas.com/StockInfo/

    I don't know if that will meet your needs. We have a real-time alert that shows you when stocks cross their 20, 50, and 200 day moving average in real-time and when that is confirmed by volume. http://www.trade-ideas.com/Help.html#CA200

    Hope this helps
     
    #14     Nov 20, 2003
  5. Those are very nice.

    Very close to what I was looking for. I just wasn't looking for the volatility in the denominator.

    Also I was looking for the end of day type calculation on an intraday basis.

    Would I be able to take the list from the end of day screen and then further screen it?

    Thanks
     
    #15     Nov 20, 2003
  6. Absolutely! You can take any list and screen it.
     
    #16     Nov 20, 2003