Is there any software that effectively backtests on an intra-day NOT EOD basis at the porftolio level (i.e. multimarkets) with money management/position sizing and multisystem capablities. From my quick research it seems Trading Recipes and Behold! only have EOD capabilities. I am not sure of Amibroker, Wealth-Lab, Quant-Lab.... Please share your comments and experiences. Thank You.
I do this every day in Wealth-Lab. Their online community is excellent and attended by principles of the company. If you expect it to be as fast as proprietary code you will be disappointed. JB
What time period do you your back testing on? tick? 1 minute? 10 tick bar? Is this for stocks that you're talking about?
wealth-lab and tradestation will do this.... tradestation is a bit easier to code for non-programmers, but doesn't have as much pre-programmed result-based indicators; however, you can program them very easily. you will have to use 'pushpop' -- just do a lookup on their site (or google it) -- this will enable you to do even the most complex portfolio analysis.