Software Used to Trade Jack Hershey Methods

I would like to do some back testing of stretch and squeeze indicator. Most of back testing software gear towards one instrument at a time. With stretch and squeeze we have 2 instruments: future contract and underlying index. I can manually write something to do back testing, but wanted to find out of anyone heard of a tool which can back test multiple data feeds at the same time.

Thanks,
redduke

 

RedDuke,


this is possible in OpenQuant. See link:
http://www.smartquant.com/forums/viewtopic.php?t=6566

 

Muck,

Thanks for the link.

redduke

 

RedDuke,
you might also want to check into NinjaTrader. Their strategies at least support multi-instrument, multi-time frame, and are back-testable, if you have the recorded data.

If you know C# you could probably program up just about anything.

And it has the advantage of being free: http://www.ninjatrader.com

 

Hi LostTrader,

I am a huge fan of ninja and currently use it. I did not realize they have this feature. Thanks for pointing it out.

Regards,
redduke

 

Somewhere in this thread I stumbled upon an instruction to put up a STR/SQU chart on quotetracker.

However, somehow I just can't seem to scale it to "1.75" "-1.75"

When I put up the chart it instantly drops or rises to 2300% or something.

I just doesn't make any sense!!

Does anyone have any suggestion?

 

Here is some code for coloring the bars in Multicharts. - EZ

 

Here is code for the volume bars matching the price bar color. Thanks for the help on the code Tums. - EZ

 

Here's a screen shot of the colors working. I found all the volume based indicators need to be coded in the same "indicator". If you create and add them separately into a window they won't keep the same scale.

So if running the PRV code, you would need to add the bar color code to that "study", and the same for Volume Pace lines.
- EZ

 

Sounds a good idea, Munck. I'm fairy new to C# but have already done some conversions from WL scripts.

You seem to be starting from downloading the data and then working toward the autotrading, where I would've started with the trading to see if it actually works first - or have you already done this?

I did experiment a bit on automating the futures in NT, but the results weren't very encouraging (I hoped automation would be better than my erratic manual trading, but it wasn't).

palinuro