Backtesting software

[Achiever]

Would any of you happen to know of a backtesting tool that can perform the following:

1. Historical daily analysis of the entire stock universe for certain screening criterias.

2. Forward testing the stocks that have met the screening criterias.

3. Perform this on a continual daily basis for the past x number of years (at least 10 years).

4. Takes money management into consideration.

5. Reports results on: daily equity and position information, monthly trade results, detailed performance results, and a trade log for each trade in the simulation.

6. Graphs.

Please let me know if there is such a tool in existence.

Thank you.

 

[FinStat]

and can wipe your ass for you!!! lol

don't know of such software. try tc2000 for screen and tradestation for testing.....sould be able to make something happen

 

[vanilla2]

tradestation will do pretty much all of that i believe. intraday data only spans 5 or less years (not what they promise on the website). you'll have to code the money management yourself, but it has the capability. It's a good tool. beware though, they are currently having significant issues with a lag in their real-time feed, particularly for futures.

 

[docarzt]

We are currently developing a new software which can do most of the things you want.

1. Historical daily analysis of the entire stock universe for certain screening criterions.

No problem for our software. I am currently running tests with up to 3000 symbols on mutliple markets.

2. Forward testing the stocks that have met the screening criterions.

I don't understand exactly what you mean.
But you can test almost everything you can imagine.

3. Perform this on a continual daily basis for the past x number of years (at least 10 years).

We will not provide data. But if you have that much data it is no problem to test it.

4. Takes money management into consideration.

At the moment we support all models from Van Tharps Special Report On Money Management and many more.

5. Reports results on: daily equity and position information, monthly trade results, detailed performance results, and a trade log for each trade in the simulation.

everything supported.

6. Graphs.

What kind of graphs do you want? Currently we have candlestick and barcharts to display the trades and detailed equity graphs including open risk, drawdown, open profits and many more.


The software is currently not for sale, because it is still far away from the software I have in mind. But it is planed to release the first version in winter 03.
I would appreciate to hear more of your ideas from you and others, so that we can provide a software that really fits the needs of serious trades.

 

[Option_Attack]

This will easily do all that you want.

You will have to program it though!


http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=WLD2.htm

 

[candletrader]

Wealth-Lab has it all... see the reviews if you need more info:
http://www.elitetrader.com/so/?action=view&SR_ProductID=58

Even for those of us who are not strictly systems traders, you can learn enough with Wealth-Lab to have a discernible impact on your efficiency in testing out ideas...