True Intra-day Portfolio Level Multisystem Backtesting

Discussion in 'Trading Software' started by CPTrader, May 2, 2004.

  1. 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.
     
  2. Turok

    Turok

    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
     
  3. DT-waw

    DT-waw

    Turok,
    Did you tried to backtest ~5 years of intraday 5 min data on multiple markets with WLD?
     
  4. cashonly

    cashonly Bright Trading, LLC

    What time period do you your back testing on?
    tick? 1 minute? 10 tick bar?

    Is this for stocks that you're talking about?
     
  5. funky

    funky

    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.