Discussion in 'Data Sets and Feeds' started by cashonly, Mar 29, 2004.
Does anyone here use Wealth Lab Developer for backtesting on tick data? Is it possible?
I have done quite extensive testing with tick data, but I coded a VB utility to convert the data to differerentiatable candles (yeah, I know...it sounds weird, but works fine.)
As far as I know there is no WL support for this directly.
Sure it is possible.
Who do you use for your data feed?
But, why you ask me about data feed provider?
They do nothing with backtesting, right?
Sure, when I want to start up, I need to get data tick data on stocks for backtesting and need a way to get that. Is there another way than from a datafeed provider?
Well, it does... lot of datafeed provider, compresses it's data.
I've seen this especially backtesting tick data...
As for Wealth-Lab... I don't remember the exact message but it won't test massive amount of data. I think it was something about excceding memory capacity... and I had a 1024 MB RAM...
I don't think there was much data... like... 1-2 years... maybe less...
Wealth-Lab is not meant for intraday use... ask glitch... he'll agree...
It's a pain in the ass. It's freezing all the time in the tick time frame. It's designed for backtesting swingtrading systems not daytrading. I gave up on the program until they'll come up with a version that is reliable enough and useable for real trading. At the moment it's just a nice toy for programmers to play with.
I guess James Altucher would disagree with you.
Read the interview http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=Articles/Altucher.htm
Yes, WLD is slow. If you want to work with large amount of high frequency data try amibroker.
"Well, it would take me to re-program the whole platform to make it compatible to intraday trading. I'm just trying to work around the program to keep people happy." - glitch
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