What's the best back testing program?

Discussion in 'Trading Software' started by farmerjohn1324, Apr 6, 2020.

  1. I'm looking for a program that I can back test strategies for S&P mini futures.

    Specifically, setting TP and SL at certain % points above entry price.

    And preferably has tick data (or 1sec data) going back 20+ years.
     
  2. lol Mr 94% needs a new curve fitting device. Imagine.
     
    TooEffingOld likes this.
  3. bone

    bone ET Sponsor

    You can write a fairly simple Excel macro for sigma bands. Backtesting has some notable limitations.
     
    MKTrader likes this.
  4. I can't use Excel for this much data.
     
  5. bone

    bone ET Sponsor

    You don’t need 20 years of tic data to find out if a trading system has potential. Backtesting is nothing more than a screening tool. The fact of the matter is that backtesting is a piss poor correlation to live trading results.

     
  6. guru

    guru


    Plenty of them:
    NinjaTrader, MetaTrader, TradeStation, Sierra Charts, AmiBroker.
     
  7. Turveyd

    Turveyd

    Tick or 1S definately help, closed M1 data is cheating and why I rarely back test.

    Main issue with going back 20years say is you need to know news times and importance of, don't want a position before the NFP for instance and risk a 100pt SL slipping move.

    Manual entries I gather ??
     
  8. Turveyd

    Turveyd

    Metetrader doesn't support Tick / 1s charts, it'll only show tick on the quote screen live, not historic.
     
  9. RedDuke

    RedDuke

    NinjaTrader - 100 percent free until you need to trade live.
     
    SimpleMeLike likes this.
  10. So true. You can turn a tiny edge into a large one with gambling and probability theory, but you need the live trade data.
     
    #10     Apr 6, 2020