Backtesting Software & Autotrade
- Thread starter whoknows?
- Start date
This is all good research and testing....but what strikes me the most is how far Tradestation has fallen behind. It was hardly mentioned here....and I presume, it's mostly because of it's inability to do portfolio-level testing.
This product was once far, far, FAR ahead of anything in it's time. Looks like it's time is now "up".
This product was once far, far, FAR ahead of anything in it's time. Looks like it's time is now "up".
AMI Broker has that portfolio level testing and it quite open based on a similar script that E-Signal uses and comes with a data base that can be used with purchased data. I do not program but work with two programmers that have done their research and for the $$$$$ AMI is top dog.
We have taken Reuters data in the past but just purchased Tick data to create sub minute time frames and work on high frequency trading.
Neoticker by TickQuest is very good based on the tick precise technology and does offer some good breathe and Net tick custom tools.
Trade well.
We have taken Reuters data in the past but just purchased Tick data to create sub minute time frames and work on high frequency trading.
Neoticker by TickQuest is very good based on the tick precise technology and does offer some good breathe and Net tick custom tools.
Trade well.
Hello,
I've been reading with attention all comparisons which are definitely helping me narrow my spectrum of software exploration.
I'm looking for a backtesting and automating platform which can be integrated to Interactive Brokers. It would allow portfolio backtesting, third part historical and real-time datafeed, but most importantly it would have multiple time-frame features allowing me to filter out daily or monthly market signals within some intraday implemented strategy - for backtesting as well as automated trades.
Ideally, some specific parameters of some implemented strategy could be trained via ANN, GA or such.
Could anyone help me orienting my research ?
I've been reading with attention all comparisons which are definitely helping me narrow my spectrum of software exploration.
I'm looking for a backtesting and automating platform which can be integrated to Interactive Brokers. It would allow portfolio backtesting, third part historical and real-time datafeed, but most importantly it would have multiple time-frame features allowing me to filter out daily or monthly market signals within some intraday implemented strategy - for backtesting as well as automated trades.
Ideally, some specific parameters of some implemented strategy could be trained via ANN, GA or such.
Could anyone help me orienting my research ?
QuantDeveloper integrates with IB out of the box, but in terms of the other features you are looking for, I think you should look at Tradecision. The only part I don't know about in the feature set you described is the multiple timeframe feature - but I don't see any reason why they wouldn't support that.
Hope this helps...
I've been watching RightEdge (http://www.rightedgesystems.com). I think they just held up the release to add position pyramiding (which I don't need), but I use them pretty much for backtesting at this point. I'm an options trader and I've gotten their software to display options quotes with IB and they have data and broker support for IB.
It's based on the .NET framework which appeals to me in particular (don't have to learn yet another proprietary script language), but there's also a drag and drop interface (haven't used it). Anyway, worth considering as the price tag seems reasonable (like $500-$600) for the feature set.
Sorry if someone mentioned this earlier in the thread, I didn't read the whole thing.
It's based on the .NET framework which appeals to me in particular (don't have to learn yet another proprietary script language), but there's also a drag and drop interface (haven't used it). Anyway, worth considering as the price tag seems reasonable (like $500-$600) for the feature set.
Sorry if someone mentioned this earlier in the thread, I didn't read the whole thing.
Check out Investor R/T at www.linnsoft.com. I have just started looking at their product today, so I can't give you much "experienced user" feedback, but it looks interesting. Does realtime, backtesting, optimization, looks relatively simple to use for non-programmers (like me!) with pretty simple rule-based system development. Custom indicator creation is simple. Does every kind of periodicity imaginable: time, tick, range, change(!). Does multi-timeframe charting and analysis. Don't know if it does portfolio level optimization - you'll have to go look for yourself. I have been fooling around with it for the last couple of hours, and I'm pretty sure I could easily put together a simple system with buy/sell rules within a couple of hours, and I can't program my way out of a wet paper bag.
They have an unlimited demo, but you can't use real-time data until you pony up the money. It works on a lease basis, about $100/month for the version with backtesting and autotrading features. It apparently interfaces with IB and, at least NinjaTrader. I am not sure what that means in terms of broader broker access - if you could auto-trade it through Ninja, you could have quite a selection of brokers. Not sure if it does that or not. I don't see any NN/GA capabilities listed.
In my couple hours of look-see, the only MAJOR flaw I see is in their documentation. It is spread all over the site - some tutorials here, some videos there, old stuff mixed in with newer, more relevant stuff. Rather than writing a proper, complete (for example, like NeoTicker's) user's manual they have patch-worked together a 600-odd page CHRONOLOGICAL tome of every "whats new" section that came with each major and minor upgrade. Without even a table of contents or index! That strikes me as a crappy, lazy way to put forward information. I don't really care about what exactly the improvements were from some upgrade 3 years ago, and I certainly don't want to paw through a chronological listing to find out about the specifics of a feature, when the information should be included in a normal manual. Just my two cents.
Anyhow, check it out. The software itself, on first glance, looks very good and might be what you are after.
Cheers,
Scott
They have an unlimited demo, but you can't use real-time data until you pony up the money. It works on a lease basis, about $100/month for the version with backtesting and autotrading features. It apparently interfaces with IB and, at least NinjaTrader. I am not sure what that means in terms of broader broker access - if you could auto-trade it through Ninja, you could have quite a selection of brokers. Not sure if it does that or not. I don't see any NN/GA capabilities listed.
In my couple hours of look-see, the only MAJOR flaw I see is in their documentation. It is spread all over the site - some tutorials here, some videos there, old stuff mixed in with newer, more relevant stuff. Rather than writing a proper, complete (for example, like NeoTicker's) user's manual they have patch-worked together a 600-odd page CHRONOLOGICAL tome of every "whats new" section that came with each major and minor upgrade. Without even a table of contents or index! That strikes me as a crappy, lazy way to put forward information. I don't really care about what exactly the improvements were from some upgrade 3 years ago, and I certainly don't want to paw through a chronological listing to find out about the specifics of a feature, when the information should be included in a normal manual. Just my two cents.
Anyhow, check it out. The software itself, on first glance, looks very good and might be what you are after.
Cheers,
Scott