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Have some trade ideas and looking for extensible trading platform?
- Thread starter mizhael
- Start date
Nope - not that simple - lots of different interactions to consider in terms of an overall system. For instance, you are likely to be capital constrained at any given time when you have a lot of signals coming from a system. Which positions due you take and which ones do you ignore? That's just a sample of the issues that come up in portfolio testing.
Quote from droskill:
Nope - not that simple - lots of different interactions to consider in terms of an overall system. For instance, you are likely to be capital constrained at any given time when you have a lot of signals coming from a system. Which positions due you take and which ones do you ignore? That's just a sample of the issues that come up in portfolio testing.
Okay, then I shouldn't have opened TS. What's the next best that I should definitely take a look? It's impossible to try them out (I mean try them all with meaningful comparisons, because each one of them has a language that I have to learn well).
The wealth-lab's strength is that it's C#.
If you want C#, take a look at Right Edge Systems - they use it as well. As does OpenQuant (which I forgot to mention in my last post). The reality is that learning a program is learning a program - regardless of language because each program uses different classes and methods - so while you may know the language constructs, you won't know the functions.
Quote from droskill:
If you want C#, take a look at Right Edge Systems - they use it as well. As does OpenQuant (which I forgot to mention in my last post). The reality is that learning a program is learning a program - regardless of language because each program uses different classes and methods - so while you may know the language constructs, you won't know the functions.
I don't want C# specificly, I am okay with C, C++, Java, etc. That way I don't have to learn a new special-purposed script language...
You think TraderStudio (or which other one?) is the next best than TS, since TS doesn't have portfolio level backtesting?
Here's the thing - I can say these are good programs but they may or may not talk to you - you should really try them out. Just about all of them offer a free trial (Tradersstudio does not). So, if I were you, I'd download and try out:
- OpenQuant
- RightEdge Systems
If those two don't work, then keep working down the list.
I personally think Tradersstudio is a fine program. And I use Amibroker for it's speed and quick implementation. I've looked at all the above and they don't appeal to me because I'm not a programmer and in my experience you have to write a lot more code to get basic stuff done - which can be done in 3 lines in AB.
If you want to get a sense of the difference in code size - check out Traders.com (Technical Analysis of Stocks and Commodities) - and just look at the sample systems that are coded in various languages/systems.
Here's a sample:
http://www.traders.com/Documentation/FEEDbk_docs/2009/01/TradersTips.html
- OpenQuant
- RightEdge Systems
If those two don't work, then keep working down the list.
I personally think Tradersstudio is a fine program. And I use Amibroker for it's speed and quick implementation. I've looked at all the above and they don't appeal to me because I'm not a programmer and in my experience you have to write a lot more code to get basic stuff done - which can be done in 3 lines in AB.
If you want to get a sense of the difference in code size - check out Traders.com (Technical Analysis of Stocks and Commodities) - and just look at the sample systems that are coded in various languages/systems.
Here's a sample:
http://www.traders.com/Documentation/FEEDbk_docs/2009/01/TradersTips.html
Quote from droskill:
Here's the thing - I can say these are good programs but they may or may not talk to you - you should really try them out. Just about all of them offer a free trial (Tradersstudio does not). So, if I were you, I'd download and try out:
- OpenQuant
- RightEdge Systems
If those two don't work, then keep working down the list.
I personally think Tradersstudio is a fine program. And I use Amibroker for it's speed and quick implementation. I've looked at all the above and they don't appeal to me because I'm not a programmer and in my experience you have to write a lot more code to get basic stuff done - which can be done in 3 lines in AB.
If you want to get a sense of the difference in code size - check out Traders.com (Technical Analysis of Stocks and Commodities) - and just look at the sample systems that are coded in various languages/systems.
Here's a sample:
http://www.traders.com/Documentation/FEEDbk_docs/2009/01/TradersTips.html
Thanks so much for the informative guidance. Sorry I didn't make myself clearer.
I am actually in favor of easy language type of scripting. The only thing is that I want to be able to extend if (1) I want to speed things up; (2) I want to create my own faster or more complicated signal. That's when I need C#, C, C++, Java, etc.
For WealthLab, I saw people actually link it to R, which is a statistical data analysis language, offering huge amount of benefit for all kinds of stats/math functions.
So we want both simple/easy/fast prototyping as well as extensibility...
And next question is which software has lots of user-base so people can easily exchange ideas? Which one has more historical data?
Anymore thoughts?
Quote from droskill:
Here's the thing - I can say these are good programs but they may or may not talk to you - you should really try them out. Just about all of them offer a free trial (Tradersstudio does not). So, if I were you, I'd download and try out:
- OpenQuant
- RightEdge Systems
If those two don't work, then keep working down the list.
I personally think Tradersstudio is a fine program. And I use Amibroker for it's speed and quick implementation. I've looked at all the above and they don't appeal to me because I'm not a programmer and in my experience you have to write a lot more code to get basic stuff done - which can be done in 3 lines in AB.
If you want to get a sense of the difference in code size - check out Traders.com (Technical Analysis of Stocks and Commodities) - and just look at the sample systems that are coded in various languages/systems.
Here's a sample:
http://www.traders.com/Documentation/FEEDbk_docs/2009/01/TradersTips.html
Honestly this is a great idea to compare all these software! Brilliant man!
I just heard about a new one Marketcera .. but the documentation is difficult to read and I havent been able to figure out how and if the backtester works.
http://www.marketcetera.com/
Anyone familiar with this?
http://www.marketcetera.com/
Anyone familiar with this?