Software for backtesting futures ...

Discussion in 'Trading Software' started by maxpi, Jun 15, 2007.

  1. Murray Ruggiero

    Murray Ruggiero Sponsor

    When did you last go to the store?. We are in the process of updating the site for 2.5 currently and changing content. In addition we have many different packages with TradersStudio. All of which are available. You might have just hit on different ones when navigating the site.
     
    #21     Jun 18, 2007
  2. Yesterday after the mention of the program... I hit the products link, saw a few main pkgs, surfed through the site some more and hit products again and all the pkg options were gone, just books. so I hit the pop up nav (filter) and made sure I had selected everything and yet again, just some $120 or so pkgs... none of the main pkgs came back up. Cleared my cache and cookies and still the same....

    Also it isnt clear... is this an EOD product or a RT product. the only mentioned time from on the "platform suite description page" is TS 2.5 EOD....

    Nevermind I noticed one of the last bullet points... RealTime Due out soon....

    Thanks....


    addendum....

    I am able to see the products again... Is the only way you sell this product is with systems packs????
     
    #22     Jun 18, 2007
  3. Murray Ruggiero

    Murray Ruggiero Sponsor

    Here the link to the base package

    http://www.tradersstudio.com/Produc...cmd/CatalogItemDetails/psmid/657/Default.aspx

    I also want to make a point.,TradersStudio is really a offline product. The current version sold on this link can backtest using intra-day data down to 1 minute bars. You can also apply money management on intra-day systems and combined both intra-day and end of day systems for money management.
     
    #23     Jun 18, 2007
  4. maxpi

    maxpi

    My question was really about backtesting. It is a high freq system I am working on, so if I'm short, and issue a buy command, the tester first issues a buy to get flat signal, then a buy to get long signal, according to the docs. Getting my code to work with that would entail changes I don't want to make since after the changes my code won't be what I trade with in realtime anymore. I found a workaround though.

    All the software packages are behind the curve here it seems, small traders went to high frequency futures trading years ago and the software is either end of day or oriented towards stocks!!
     
    #24     Jun 19, 2007
  5. Well as one of the responders noted. Multicharts sneds both orders at the same time. Not 2 sep orders. Of course you can download it, write your strategy, and test it on a papertrade account to see for yourself....
     
    #25     Jun 19, 2007
  6. Being a neophyte to backtesting I didn't know that their were issues with backtesting futures. Glad I ran accross this thread:)
     
    #26     Jun 19, 2007
  7. chuckle....
     
    #27     Jun 19, 2007
  8. maxpi

    maxpi

    I'm not clear whether Multicharts does that when backtesting as well as when trading. Referencing a papertrade account seems to indicate that you are thinking about realtime, my question really is about backtesting. Probably Tradestation 8.2 will trade realtime with just Buy/Sell but the backtester definitely will not replicate that.

    I'm on vacation here, hoping to revive my brain for another go at it and just nosing around for better software that will automate exactly the same code that I backtest. I had a question in at the multicharts website but when I tried to access it from this [library] computer I could not.

    Later...
     
    #28     Jun 20, 2007
  9. Hmm, I thought one of the points of backtesting code was to ensure that the code your write will execute in a REAL time situation....

    I have backtested MC code and Forward tested it as well. The 2 sep orders mentioned, I dont see. everytime it sent a buy order and I was in position, it sent the correct amount of orders to reverse my position.

    Thats the best I can do for you....
     
    #29     Jun 20, 2007
  10. maxpi

    maxpi

    Thanks for the input. I'm trialing MC currently.
     
    #30     Jun 20, 2007