As far as I can tell, it's only with their Market Replay, is that right? It makes gathering data time consuming and blocks testing, tests are awkward and clumsy and their tools for collecting stats and optimizing are blocked. It's about an ugly a solution as you could make.
I must admit I havent bothered to use it, but with the demo being free i doubt you'll ever find a better price/performance ratio..
Have you tried tradestation and/or multicharts? I use tradestation and while it has definite limitations (no portfolio testing) it is very fast when dealing with very large amounts of data (tick data for say CL for the last year). I don't trade live with tradestation anymore but as a backtesting tool (especially one to quickly test a strategy) it's very useful.
Hi, just a comment... You can develop custom indicators with OpenQuant, either in MSVS or right in OpenQuant IDE. You can also develop custom interfaces (plugins) to market data providers and brokers which are not supported out of the box. There are multiple examples (including full source code) included in the installation. We do continue the development and we release updates quite frequently. The latest update was released a week ago or so. Currently there is a popup window in OpenQuant that notifies you about updates. We should change information on smartquant.net , you are right... And it's not going to be abandonware. I would say there will be a stronger link between OpenQuant and QuantHouse in the near future, so that retail traders will benefit from the development of institutional platform. Hopefully this will also improve the support... Regards, Anton
Hi Anton, Is it possible to seamlessly integrate historical tick data with incoming real-time tick data? For instance, I have saved tick data in ASCII and would like to integrate that with tick data coming in real-time from E-signal... Can I chart the combination of these two data sets in one chart? Thanks.
Hi, yes, please take a look at this thread on our FAQ forum http://www.smartquant.com/forums/viewtopic.php?t=6227&start=0 Regards, Anton
Thanks Anton, I took a look at that thread. It looks like with some extra coding it'll be possible to patch historical data with the new incoming data. And make sure that there are no gaps and extra overlaps in the combined data. Thanks.