Hi Murray i've just been looking at admittedly very old link below. http://www.elitetrader.com/vb/showt...inuous contracts and backtesting&pagenumber=1 I'd be really interested to know if you pursued the area of backtesting spreads in TS and if so how far did you get? This is something that few pieces of software can do and so would be a good specialism for TS to have. On your point re a backadjusted contract being a big hurdle, i'm not so sure it would be...correct me if i'm wrong (which may well be the case!). Could the system not simply record the entry of the legs and then track/record the point differential between them. The differential between the two (keeping it to two legs for simplity in the discussion) when you exit can then be used to calculate the points gained/lossed in the trade. To give backtest results TS would then have to calculate what the monetary value of the trades would be by calculating the point moves captured by the position sizes. Could this not be a way forward? Hope this makes sense. Syn
Have you seen Murray's Future's Mag article re how to test spreads using TradersStudio? If not I will look up the issue for you and post. I think to accurately test spreads, you need to use the individual contracts rather than any type of back adjusted or ratio adjusted continuous contracts. This is what Murray showed how to do in the Futures article using individual contracts.
Hi rdencpa no i didn't see Murray's article, but it sounds really interesting. It'd be great if you could post it here. Thanks S
Hi just some questions to give me an update about TS: Will TradersStudio has a look-inside function for backtesting in the next time? Could you tell how many customers TradersStudio has? Will TS be able to work with data in the metastock format? Thx
If by that you mean a similar capability to that provided by tradestation then the answer is yes. It already can. Or do you have a more spcific question?
I didn't think the article would be available on line but I Googled for it and found the following link: http://findarticles.com/p/articles/mi_qa5282/is_200708/ai_n21249896/ It was originally published in Futures Magazine August 2007. It has sample code that shows how to use Studio to test spreads on individual contracts.
When is the long awaited update to tradersstudio coming out? first it was summer of 2008, then fall of 2008, then spring 2009, and now we're almost in fall of 2009!!! Release it already please.
I don't know but I don't think it's all that far away. I'm due to get a new beta release in the next few days. I believe Murray has a Money management project which Tradersstudio is integral to supporting. From what i infe, it is going thorugh a round of enhancements to support that particular need. Thx D