walkforward test

Discussion in 'Strategy Building' started by seesound, Jun 1, 2005.

  1. seesound

    seesound

    Hi guys.

    what RINA products other than PortfolioStream 6 can do walk forward test? PortfolioStream 6 is too expensive.

    Or what other software do you recommend to link with ts2000i to perform walkforward test.

    Thanks
     
    #1     Jun 1, 2005
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  2. maxpi

    maxpi

    If your system looks good on historical data then link up to IB with dynaorder or whatever and trade a small $ amount for real. The commission caps make it economical to bundle the walkforward test with the roll-it-out-for-real test IMO.

    I'm thinking that shortening the system design time is worth the risk involved and better feedback can be gotten from the market than a simulator.

    Max
     
    #2     Jun 1, 2005
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