Hello I am trying to decide on a backtesting (and money management) platform. I want to try multi-market combinations. Since that's the case, having access to multiple assets data is an issue.
From what I learned, there are packages with included data (like TradeStation and Prorealtime) and other with ascii files import and other such interfaces. Many of these packages with no data by themselves, have some really good features like multi-market analysis, equity curve correlation analysis, etc...
My view is that having the data included is a huge plus, since data maintenance, incremental addition, and other issues will be time consuming and could lock the process. On the other hand, Prorealtime doesn't have export features that I know, and Tradestation runs on EasyLanguage (and I have vba knowledge).
1) Is there a third solution, like a plugin for Tradestation that will allow you to use a more robust backtesting/money management module with it?
2) In the case of using Tradestation, is it feasible to use it with other brokers (I guess not)? Does it have an API to export its events to Excel?
3) The vba to C# step looks hard, specially for the syntaxis. Is that a wrong assumption?
4) Going to specifics, for starters I'd want to backtest and modify Mebane Faber's simple crossover system (http://www.mebanefaber.com/timing-model/). What do you think is the best software to do it (I don't want to do it in Excel?)
Thanks, and feel free to correct any wrong assumption
Cheers, Cordura21
From what I learned, there are packages with included data (like TradeStation and Prorealtime) and other with ascii files import and other such interfaces. Many of these packages with no data by themselves, have some really good features like multi-market analysis, equity curve correlation analysis, etc...
My view is that having the data included is a huge plus, since data maintenance, incremental addition, and other issues will be time consuming and could lock the process. On the other hand, Prorealtime doesn't have export features that I know, and Tradestation runs on EasyLanguage (and I have vba knowledge).
1) Is there a third solution, like a plugin for Tradestation that will allow you to use a more robust backtesting/money management module with it?
2) In the case of using Tradestation, is it feasible to use it with other brokers (I guess not)? Does it have an API to export its events to Excel?
3) The vba to C# step looks hard, specially for the syntaxis. Is that a wrong assumption?
4) Going to specifics, for starters I'd want to backtest and modify Mebane Faber's simple crossover system (http://www.mebanefaber.com/timing-model/). What do you think is the best software to do it (I don't want to do it in Excel?)
Thanks, and feel free to correct any wrong assumption
Cheers, Cordura21