Is there any software that allows for backtesting if index futures? And any good platforms for algo trading index futures?
I've only ever seen it for Forex.
I've only ever seen it for Forex.
Index futures back testing?
- Thread starter farmerjohn1324
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Robert Morse
Sponsor
CQG Integrated Client has back testing and you can add the API. https://www.cqg.com/products/cqg-integrated-client
Ninja is terrible for futures - they even say so: https://ninjatrader.com/support/helpGuides/nt8/?discrepancies_real-time_vs_bac.htm
most is done on Trade Station + best performance reports as well
has your best testing been validated? If so results?
Robert Morse
Sponsor
I do not understand your question. I do not do back testing of my strategy, CQG-IC is a futures software program with back testing and an API for trading.
You can try MultiCharts, which allows many realtime feeds and many brokers too. Backtesting can be done with precision and fast.
run trades is real time, capture data, then back test same period and compare two. That is how you would validate your back testing, want to hire me as a consultant?
has precision and speed been measured and if so where?
Yes, but I do not have it on my fingertips right now.
Multicharts is great for real time trading and scalping.....as long as you have a fast and reliable data feed source.
Two good sources are DTN's IQFeed as well as Rithmic.
Multicharts is written in C++ which is extremely efficient and fast....compared to C# dot-net.