Need serious backtesting capabilities

Discussion in 'Strategy Development' started by G_Morgan, May 29, 2003.

  1. With intermarket capabilities, market scanning, then filtering based on criteria (most backtests only require technical criteria... some fundamental as well). MUST be able to do this IN the back-test, not just real-time.

    What program do I need for this?
     
  2. TS will help, possibly radar screen which comes with it.
     
  3. TS should work fine. be careful with longer term time bars though, you'll get strange results when "reloading" that can affect you results (and show that they are better than they are in real-time).
     
  4. Thank you all...
     
  5. "With the past two versions, the company put their focus on the brokerage features, and as such, some features are sorely missed: end-of-day scanning, portfolio evaluation, backtesting on a group of instruments"

    In a review...
    I need all of these features!!! Where do I go?
     
  6. Veritrade, BHOLD! and TRading recipes are the real off the shelf ones and I bet you any money that you are better of just designing your own!!!!

    P.S. you can build your own market scanner or use already built ones as none of these packages are good for scanning.
     
  7. opw

    opw

    I kind of like Investor R/T as a realtime scanning option. Have not tried its backtesting capabilities to much though....

    It is the only program to my knowledge that saves every tick on your hard disk and can scan very very fast on all data collected.

    I use it to monitor a few hundred stocks for several criteria realtime.

    Most other scanners have to download data for every scan request, or are not flexible at all!
     
  8. lindq

    lindq

    Look into Investor RT. Excellent backtesting, scanning, trading alerts, charting, etc. etc.
     
  9. Historical scanning of the ENTIRE stock universe based on certain screening criterias AND deriving backtesting results from the scanning results too?

    Is there really such a software that does ALL of this in tandem?
     
  10. Achiever--
    I don't know :)
    I was hoping so, since it would be a very useful tool... It's really only scanning the market for stocks that meet criteria, entering them, and tracking the results... intensive use of data, but nothing technically difficult.

    BTW, I'm interested in EOD data, not RT.

    Thx,
    Morgan
     
    #10     Jun 14, 2003