Trading Software - Backtesting and Realtime Scanning

Discussion in 'Trading Software' started by B.Willis, Aug 25, 2007.

  1. rickty

    rickty

    ER data only goes back to 2002. Ninjatrader is very good for backtesting but you will need to know how to program (in C#).
     
    #11     Aug 27, 2007
  2. Hmmm...interesting combo of stuff you're looking for.

    Take a look at:
    - Tradecision
    - SmartQuant
    - SeerTrading
    - RightEdgeSystems
     
    #12     Aug 27, 2007
  3. z32000

    z32000


    I'm using NinjaTrader right now with IB. I don't understand why I'm only getting intraday for the last 65 days and only 3 years of daily data...using ER.

    It can't be that IB has only this much historical data.
     
    #13     Aug 27, 2007
  4. Yes it is. The back fill engine for brokers and data providers is different per each entity. Most limit the tick data to a few days to month and min data to a few years. The lines of data are just to much.
     
    #14     Aug 28, 2007
  5. z32000

    z32000

    is there a way I can link Ninjatrader with something like BigCharts.com or Marketwatch.com?

    The whole idea of backtesting is to be able to test your strategy on a reasonable amount of historical data. When I view historical charts through IB, it takes me to a web version that gives me much more data then the java version. It looks as though Ninjatrader is only getting the data from the Java version which is hardly useful.

    I want to see if the stock market works in cycles with respect to my strategy. 1 to 3 years may not even be considered 1 full cycle. Is there anything I can do to get more historical data to backtest?
     
    #15     Aug 28, 2007
  6. C99

    C99

    www.opentick.com
     
    #16     Aug 28, 2007
  7. z32000

    z32000

    i tried that....

    just to make sure (still new at this)... opentick does not stream live data feed through Ninjatrader...correct?
    If I go to charts, the price does not move...
     
    #17     Aug 28, 2007
  8. C99

    C99

    I don't know- I don't use ninja, but it is listed as one of the supported platforms:
    http://www.opentick.com/index.php?app=content&event=platforms

    So me thinks it should work. That's not a bad combo for getting into system development. As far as I know, ninja is free for sim trading and Opentick is free except for exchange fees. So prior to going live, it seems to be a no-cost set-up.
     
    #18     Aug 28, 2007
  9. rols

    rols

    I have tried many programs and at the moment
    ensignwindows IMO is the most complete package and provides free historical DTN refresh for IB users and free
    FXCM forex data as well as a treasure trove of studies indicators and knowledge bases.
     
    #19     Aug 28, 2007