Index futures back testing?

[MarkBrown]

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.

agreed look no futher just buy it and start bitchin at them to improve it. i just bought my 3rd platform from them.

 

[mason macgregorson]

Yes, but I do not have it on my fingertips right now.

so you don't know; according to Einstein ignorance is not an opinion.

 

[mason macgregorson]

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.

where is this validated or published?

 

[TrAndy2022]

so you don't know; according to Einstein ignorance is not an opinion.

I know it, because I have read it, but I cannot remember the source of it and I have it not saved. How should I know that you will ask me of proofs and source a few years later when I read it ? You can google search yourself, there is something to be found here. I will not spend an hour for you to do that as it does not interest me. Do not be lazy. You asked something and you got an answer. If you want more you can feel free to do your work/search.

 

[mason macgregorson]

I know it, because I have read it, but I cannot remember the source of it and I have it not saved. How should I know that you will ask me of proofs and source a few years later when I read it ? You can google search yourself, there is something to be found here. I will not spend an hour for you to do that as it does not interest me. Do not be lazy. You asked something and you got an answer. If you want more you can feel free to do your work/search.

don't tell me, show me and yes years has dulled your memory. And no - I did not get an answer. And a whole hour - my oh my!

 

[TrAndy2022]

don't tell me, show me and yes years has dulled your memory. And no - I did not get an answer.

With that aggressive tone and you have already offended, you really want an answer from me ? Then doityourself and answer it for yourself.

 

[mason macgregorson]

With that aggressive tone and you have already offended, you really want an answer from me ? Then doityourself and answer it for yourself.

so you don't know, can't remember, suffer from memory loss and refuse to find it and I'm the aggressive one for just asking? Well we can add easily irritated to your list.

 

[syswizard]

where is this validated or published?

Experience. I am running a couple of dozen of tick-level charts on an old processor. CPU Utilization rarely goes above 60%.
I've used both IQFeed and Rithmic....both are rock solid.

 

[mason macgregorson]

Experience. I am running a couple of dozen of tick-level charts on an old processor. CPU Utilization rarely goes above 60%.
I've used both IQFeed and Rithmic....both are rock solid.

did you ever paper trade for say a week with a bot and back test same week; with Niinja you get strudel -with Trade Station perfect fidelity.

 

[syswizard]

did you ever paper trade for say a week with a bot and back test same week; with Niinja you get strudel -with Trade Station perfect fidelity.

There are three features which can cause a difference in backtest vs. realtime results.
1) Set statements: SetStopLoss, SetProfitTarget, etc. These statements operate INTRABAR...so in Backtest mode, Multicharts does not know which came first...the high or the low.
2) IOG set on (IntrabarOrderGeneration=True). This setting will cause ALL ORDERS to be fired anytime within the bar vs. fired at the end of the bar.
3) Renko bars - the current implementation is buggy as I have witnessed. To resolve this, I switched to the newer FlexRenko bars and all is well when backtesting.