Gurus of Backtest ... How to construct backtest parameters to include context?
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Constructing a simple backtest
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Constructing a realistic multivariat backtest
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Multivariate analysis trading
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https://yippy.com/search?query=Constructing+a+simple+backtest
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Constructing a realistic multivariat backtest
https://yippy.com/search?query=Constructing+a+realistic+multivariat+backtest
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Multivariate analysis trading
https://yippy.com/search?query=Multivariate+analysis+trading
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Last edited:
Dazz,
Have you used TradeStation’s 10 Maestro backtester in addition to their basic Strategy Performance tool?
If so, how does that perform for you?
Cheers!
T
when I used TS (for about 4 years running) I found its backtesting to be flawless - I was backtesting robots out of EminiScalping/TrendHunter. I do not remember the exact backtester I used sorry but I was running the bots side by side in Ninja and backtesting gave corrupt data in NInja; backtesting in Trade Maven, now Blue Water, worked well.
I eventually got totally dragged over to Ninja where I am now. Hope that helps.
I eventually got totally dragged over to Ninja where I am now. Hope that helps.
Thanks for the reply!
Been using TradeStation about 8 mo. I have two systems that individually test well when backtested directly in a single chart.
I wanted to test them together to get a feel for the drawdown to be expected with the combination. Turned the strategies over to Maestro, put in the instruments, gave it a run and it generated zero trades. After about two hours of going through every window and menu in the software three times, I packed it in.
Questions about Maestro on the forums lay unanswered, when I had been getting relatively good responses before.
The ability to load/test multiple strategies is just what I need, but can’t get it to run or support to even discuss it. Going to give it another shot, but I have to say I have run into a number of software problems like this that necessitate workarounds that slow system deployment significantly. A few pbms have def been my learning curve, but the number and type of issues are becoming more than typical for me.
What drove you to leave TS after four years in?
Been using TradeStation about 8 mo. I have two systems that individually test well when backtested directly in a single chart.
I wanted to test them together to get a feel for the drawdown to be expected with the combination. Turned the strategies over to Maestro, put in the instruments, gave it a run and it generated zero trades. After about two hours of going through every window and menu in the software three times, I packed it in.
Questions about Maestro on the forums lay unanswered, when I had been getting relatively good responses before.
The ability to load/test multiple strategies is just what I need, but can’t get it to run or support to even discuss it. Going to give it another shot, but I have to say I have run into a number of software problems like this that necessitate workarounds that slow system deployment significantly. A few pbms have def been my learning curve, but the number and type of issues are becoming more than typical for me.
What drove you to leave TS after four years in?
I learned Easy Language and had a dozen clever indicators and along can this program, in Ninja, that made about $80/3 contract trade in CL and about $112 in ES and $65 in NQ; too good to resist; dropped TS, learned Ninja and later Sierra for a Sierra super star program and later TOS just for shits and giggles.
I am in Targets Trading Pro now, over last 9 months have aver $1933/day; robots today made $13,200 - all in Ninja 8. I only traded for a little while - made this:
I am in Targets Trading Pro now, over last 9 months have aver $1933/day; robots today made $13,200 - all in Ninja 8. I only traded for a little while - made this: