Intra-day backtesting with TradersStudio

[redbank199]

Any one using TradersStudio 2.0 for
backtesting intra-day systems ?
If you are, could you comment on
its ability to chart, develop, and
backtest intra-day systems ?

I thought it should be a pretty good
platform for developing trading systems
since Mr Ruggerio himself designs and
uses it. I like to try it; unfortunately I
just got an email from their sales saying
they do not offer any trial at this time.

 

[droskill]

Quote from redbank199:

Any one using TradersStudio 2.0 for
backtesting intra-day systems ?
If you are, could you comment on
its ability to chart, develop, and
backtest intra-day systems ?

I thought it should be a pretty good
platform for developing trading systems
since Mr Ruggerio himself designs and
uses it. I like to try it; unfortunately I
just got an email from their sales saying
they do not offer any trial at this time.

I don't use TradersStudio for intraday trading, but there is little reason to think it would be any better or worse than using it for daily trading. It's really a question, imho, of finding good data. Provided you have a good source for data that can give you enough data points for system creation, you should do fine.

It's good software - provides excellent money management, charting and back-testing abilities (including optimization). And it's a bargain. I'm enjoying using the software although you should definitely expect to be programming a fair amount.

 

[redbank199]

droskill,

Thanks for the reply. I am using eSignal
for real time data. However, I also use
QCollector to download and collect the
historical intra-day data. So I should
have some good intra-day data for
backtesting after a couple of months,
although I do not rule out the need to
purchase/find historical data beyond
a couple of months.

I do expect some degree of programming
and I probably will enjoy this kind of
programming and intellectual challenge
more than programming for my "regular" job

What I am not sure about TradersStudio's support of backtesting
intraday is is it fully supported or there
are some limitations ? E. g., would it be
able to display any minute interval charts ? Would it calculate those performance numbers correctly knowing that each bar could be one minute or
five minutes as opposed to one day.

 

[droskill]

Quote from redbank199:

What I am not sure about TradersStudio's support of backtesting
intraday is is it fully supported or there
are some limitations ? E. g., would it be
able to display any minute interval charts ? Would it calculate those performance numbers correctly knowing that each bar could be one minute or
five minutes as opposed to one day.

Hmmmm...I'm having an issue with my computer at the moment so I can't tell you off the top of my head. Ok - picked up the manual, and for every session you can define the properties of the timeframe. So you can define how many bars to look back in the data, and the frequency of the data.

So you can get the data in and do analysis on it. I'm assuming that, given that it bases all backtesting reporting, on the actual trades it makes, that the reporting would work fine. The reporting is also very customizable - so I don't think it would be very challenging to write any report you needed.

I'm sure Murray will chime in here any minute to clarify if I've made any mistakes!

Hope this helps....