TS Backtesting

Discussion in 'Strategy Building' started by StellaBlue, Mar 7, 2007.

  1. How long does it take to backtest a forex strategy with Tradestation. i.e. can I blast a years worth of data through my system to see how it would have performed over the course of that year in a matter of minutes, or is it more complicated than that?

    Alright.
     
  2. First you will have to write your system up in EasyLanguage (the TS scripting langauge). This is the part you should be more concerned with depending on the complexity of your system.

    After that, TS will run through the system in a matter of seconds. This is the easy part.
     
  3. Right zg, I have that part covered. I guess my question is how fast can you accelerate the historical data through your system? It seems from the second part of you answer that it can be done instantaneously...which is great...but is that true?