Back tested results trading stats

Can I use python or c# to specify algorithms and strategies? And do you allow access to tick based options data? Will the backrest run on your machine or do the data need to be downloaded onto client machines?

Matt_ORATS said:
Forward testing can be used in addition to backtesting. Using our system, we often update backtests for clients acting like a forward test.
Our scanners can implement backtest strategies by easily importing the parameters.

We try to make the backtesting simulation as close to reality as possible.
We do the following:
  • Use bid-ask quotes from 14-minutes before the close when the markets are more accurate.
  • Our SMV system creates a best skew of implied volatilities that produce accurate greeks to use in the backtesting (designed by ex market makers).
  • 10s of millions of backtests have been made using our system over the past 10 years.
  • We show every trade and allow download of results.
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M.W. said:
Can I use python or c# to specify algorithms and strategies? And do you allow access to tick based options data? Will the backrest run on your machine or do the data need to be downloaded onto client machines?
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No. No. The backtest runs on our machines.
You may be interested in our new one-minute intraday API.
Get down-to-the-minute summaries and option chain data since August 2020. Drill down to request current and historical information on an option's OPRA as well.
You can try calling the data via our API Console for free at https://dashboard.orats.com/api-console
 
mason macgregorson said:
"We try to make the back testing simulation as close to reality as possible." tells me nothing.

So I ask again: How has yours been proven to be accurate compared to forward walk/paper trade results?
Don't tell, show me...
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No, we do not prove backtest. We do make it easier for clients to do this.
 
mason macgregorson said:
then it most likely fails then way most systems do such as Ninja.
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We are an RIA so we need to avoid performance claims.
There are firms managing > $100 billion that use the strategies tested, and the backtester has been in use for over 10 years.
 
Matt_ORATS said:
We are an RIA so we need to avoid performance claims.
There are firms managing > $100 billion that use the strategies tested, and the backtester has been in use for over 10 years.
More...

I am not asking for performance anything, but proof of back testing accuracy claims. Pay attention.
 
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