Hi, I am looking for software, similar to Tradestation, but enables you to use a pairs signal such as the TED spread (i.e. it can preprocess the component signals) and trade, optimise etc. on the result (a preprocessor for TS would be useful), Any ideas? regs L
Apparently, if you want a signal you can trade off of (i.e. not an indicator), Neoticker does not support history and so you can only collect data going forward (this is all in thier forum) L
You can do it with TS.There are custom futures symbols that permits to test intramarket spreads. I test pair systems with it. I combine the 2 leg equity curves with excel. You can create indicators as well. Other than that, I remember a post from Bruto Blukowski 2-3 months ago where he gave the website of a dedicated spread software that looked nice. There is also http://www.pairtrader.com and they provide software too.
I haven't used it, but ProphetX by dtn would be something I'd look into for this purpose. One of these days I'll have to try it out.
Ho... You know there are thousands of strategies trading spreads, but to test the one you have in mind, simply use the 2 legs of your spread as data 1 and data2 and program it. Then you get the 2 legs profit over 5 years or whatever, and you can make the difference between the two to know what you "would have gained". Custom futures symbols are quite new on TS and I don't master it at the time. You can chose @... plus @...=208XC( which means rollover for the third closest month 8 days before expiring of the closest month , to trade pair with the closest ) . You often get weird unliquid datas depending of the rollover you choose.I have to be used to it. BYE