which historical data + backtest-software for eurex backtesting?

Discussion in 'Data Sets and Feeds' started by Emprise, Aug 9, 2006.

  1. Emprise


    good morning,

    hopefully i can find some help here.

    i want to test a simple intraday breakout strategy in different time frames. 1 or 2 filters, testing of different stops and exits.

    no indicators, absolutely no rocket science.

    it seems like the strategy could work for me and my profit objectives. may be not for others, but for me.

    now i'm looking for reliable historical data for eurex backtesting for the last 2y, especially BUND, ESTX50 and FDAX.

    and my problem is: i don't know which data vendor and testing software i should take. (the testing software should have the feature of inter-bar-excecution)

    there are so many data vendors and testing-software on different websites. i have no anticipation which i sould buy.

    i read in the eurex-forum, that there are some "professional" traders who use mechanical systems for eurex, so my question is mainly for you mechanical eurex traders out there:

    which data provider and testing software do you use for your testing?

    would you eventually share your experience with a "new" trader starting out in mechanical systems? i would really appreciate it.

    additionally i shoud mention that i have no knowledge in programming-languages like C or C++, but i know it's possible to test strategies with programs including a "tool wizard" like Investor R/T or Tradestation.

    i'm from germany, may be there are other german traders who share my interests. i want to address my request to foreign traders, too.

    if you have some ideas, please feel free to answer my post or email me to thomashein1@gmx.de.

    i really hope to get some answers and new experiences.

    kind regards

  2. RedDuke


    You can get tick data from Eurex directly. Here is the link, https://datashop.deutsche-boerse.co...e0033f6f9271bac14774306ac/Product/View/2002-y

    It is 300EUR per year. With tick data, you can construct any type of chart with a decent charting tool.

    As far as automation, be very careful. It is extremely hard to construct a fully automated system that will make you money consistently over long period of time. I have not seen a single one. The resource pool required for such project is too much for retail traders.

  3. Hittfeld


    why not just use excel + ta-lib + free data (or sc-magic ib histories)?

    You could check with trade2win (mechanical systems) or candletrading D E ( Forum - Benutzersysteme).