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Backtesting Software
- Thread starter WinSum
- Start date
Quote from WinSum:
Does anyone know of a Backtesting Software that can backtest against historical bid/ask for stocks ?
Also which Datafeed Vendor provides historical bid/ask for stocks that can be used for backtesting ?
TIA
qcharts does(don't know about others). but what you going to do with it? what is the purpose of backtesting? backtest what? spread?
Quote from Bob111:
qcharts does(don't know about others). but what you going to do with it? what is the purpose of backtesting? backtest what? spread?
Bob111,
It's rather complicated. It is not backtesting to see what the spread is on a given security.
Basically, I need the ability to reference the historical bid/offer on a security. For example, if I want to know what was IBM's Bid & Ask at 10:00 am last Tuesday, I would need the backtesting software's scripting language to be able to support at getting those values programically.
Does qchart support that ?
Thx
I think Qcharts has the data but they did not have a backtester last time I looked. Tradestation 2000 is really difficult to deal with but if you use it for backtesting and use QCharts data or Esignal data you can download bid/ask tick data into your computer and backtest on it. QCharts probably has a lot more data but Esignal data is high quality.
Max
Max
Quote from maxpi:
I think Qcharts has the data but they did not have a backtester last time I looked. Tradestation 2000 is really difficult to deal with but if you use it for backtesting and use QCharts data or Esignal data you can download bid/ask tick data into your computer and backtest on it. QCharts probably has a lot more data but Esignal data is high quality.
Max
Maxpi,
Thank you for the clarification. I do have Tradestation 2000i and will use your approach to download Qcharts historical bid/ask to an ASCII file and import it to TS 2000i for backtesting.