Hi Guys,
I am in the process of developing an automated strategy and am at the stage where I would like to test different variables across different markets over an extended period of time.
Basically, I want to test a range of futures markets efficiently and accurately as possible.
I have been told that I should follow this process:
Backtest > Market Replay > Live Sim > Live.
Sounds logical to me, however, I am not sure which data I should be using. I guess I would have to use a continuous contract? Does anyone know where I can get the most accurate back-testing and market replay data for Ninjatrader?
Does anyone have any experience with the following vendors?
http://www.backtestdata.com/
http://www.marketreplaydata.com/
http://marketreplay.net/
Much appreciated.
I am in the process of developing an automated strategy and am at the stage where I would like to test different variables across different markets over an extended period of time.
Basically, I want to test a range of futures markets efficiently and accurately as possible.
I have been told that I should follow this process:
Backtest > Market Replay > Live Sim > Live.
Sounds logical to me, however, I am not sure which data I should be using. I guess I would have to use a continuous contract? Does anyone know where I can get the most accurate back-testing and market replay data for Ninjatrader?
Does anyone have any experience with the following vendors?
http://www.backtestdata.com/
http://www.marketreplaydata.com/
http://marketreplay.net/
Much appreciated.