Backtesting Needed

B

bronks

I need some backtesting done for March and April 2006.

I have the exact ES entries with day/time, and need it tested against a hard exit system with multiple contract scaling (out). The entry is all in. There's about 100 entries total. Nine total contracts would be the most on any one position so I don't think liquidity fills (simulated) would be a problem.

I'm willing to pay for this service if need be. I have no idea on how complicated something like this would be to do.

You can PM me or let it all hang out on this board...up to you.
 
Bump...

Someone was kind enough to offer their services but I'd like to see if it can be done before the weekend is over.


Edit: There are 42 entries total
 
Are you saying you have the rules for a system and want someone to code it in something like TradeStation?

I don't follow what you are asking for exactly.

nitro
 
Quote from nitro:

Are you saying you have the rules for a system and want someone to code it in something like TradeStation?

I don't follow what you are asking for exactly.

nitro
More...

Yeah, pretty much Nitro. Discretionary entries with mechanical (rule based) exits.

Someone already did it for me, with Tradestation I believe.
 
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