backtesting platforms...

Quote from gmst:

You planning to stick with Ninja for long-term or you think you will be doing some changes in Ninja as your progress in your trading and your requirements become more advanced?
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I have already minimized my dependencies to Ninja by creating an abstraction layer between Ninja & my own stuff (that became obviously necessary when I started creating reusable trading components, which where meant to be used from both "indicators" & "strategies").

So let's say I am committed to C#, and that I currently have no reason to think I will go away from Ninja, but I am prepared for that.

Despite all the annoyances with Ninja, to date I have always found a way of doing what I wanted to do, in some cases very painfully and/or inelegantly (it has everything to do with operations, and nothing to do with trading algos). What's limiting me at this stage is not Ninja, just my own capacity to identify more & better edges.
 
Quote from cdcaveman:

so theres no use in signal creation on a larger time frame?
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If you are referring to this system's use of a 100-volume timeframe, I would say the timeframe resolution has nothing to do with the "level" of the signals generated.

I use 100-volume to get adequate precision for measuring both volume & time when creating the H/L pivots used to "decode" price-action. About 150,000 pivots are identified on that 6-year period, ie. 100/day on average (which corresponds to the number of bars on a 15min timeframe). Those pivots are the real timeframe on which the strategy works on.
 
Quote from dom993:

If you are referring to this system's use of a 100-volume timeframe, I would say the timeframe resolution has nothing to do with the "level" of the signals generated.

I use 100-volume to get adequate precision for measuring both volume & time when creating the H/L pivots used to "decode" price-action. About 150,000 pivots are identified on that 6-year period, ie. 100/day on average (which corresponds to the number of bars on a 15min timeframe). Those pivots are the real timeframe on which the strategy works on.
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whats 100 volume time frame.. sorry
 
Quote from cdcaveman:

whats 100 volume time frame.. sorry
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It is a volume-based timeframe, for which each bar represents 100 contracts traded.
 
Quote from dom993:

It is a volume-based timeframe, for which each bar represents 100 contracts traded.
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nope i wasn't talking about that.. haha never heard of that.. so your nomalizing PA to volume.. that should give you a decent picture of the path of least resistance..
 
i've tried to join the yahoo groups for amibroker... to get some information about the capacity to use feeds that don't have native adapters built in.. there is a DDE adapter which is a fall back.. but is it possible to use Active Tick with Amibroker? I couldn't seem to get a straight answer from the documentation..

http://www.amibroker.com/odbc.html

there is a ODBC connector... but does that mean i'd have to save the feed to a database locally and then pull it into amibroker... any help would be greatly appreciated..
 
looking at it a little more in detail just now .. looks like its pretty well outlined.. i just have never ever messed with C++ or similar C# ..
 
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