Intraday Backtesting

john_nyc_trader · Nov 19, 2003

I am looking for a robust backtesting software package that is ease of use and can handle intraday minute bar backtesting (maybe even tick in the future) for US equities. Furthermore, the package MUST have a scanning feature, i.e. stocks that closed at their highs on November such and such.

Any ideas?

nkhoi · Nov 20, 2003

sound like esignal to me

john_nyc_trader · Nov 20, 2003

How far back do they go for data?

SocalTrader · Nov 20, 2003

Quote from john_nyc_trader:

I am looking for a robust backtesting software package that is ease of use and can handle intraday minute bar backtesting (maybe even tick in the future) for US equities. Furthermore, the package MUST have a scanning feature, i.e. stocks that closed at their highs on November such and such.

Any ideas?

Take a look at our software especially the history link in any alert window allows you to back test the setting. Examples below.

www.trade-ideas.com

http://www.trade-ideas.com/History....read=8&MinVol=300000&MinRV=1.7&WN=Intro+Setup

john_nyc_trader · Nov 20, 2003

However, what if I want to make my own filters and not use your pre-designed ones? Can I backtest those?

SocalTrader · Nov 20, 2003

Quote from john_nyc_trader:

However, what if I want to make my own filters and not use your pre-designed ones? Can I backtest those?

You can modify alert and filter settings any way that you like there are tens of thousands of possible combinations, you do not have to use the predefined ones. Just stay within the parameters of this window that gives you all the options.

http://www.trade-ideas.com/Config.p...inPrice=5&MaxSpread=8&MinVol=300000&MinRV=1.5

DK_ · Nov 20, 2003

SocalTrader can you please post a sample screenshot or two of the backtesting? IMHO I don't think you should herd us all through the paypal setup just to get a little peek.

Bob111 · Nov 20, 2003

Quote from john_nyc_trader:

I am looking for a robust backtesting software package that is ease of use and can handle intraday minute bar backtesting (maybe even tick in the future) for US equities. Furthermore, the package MUST have a scanning feature, i.e. stocks that closed at their highs on November such and such.

Any ideas?

wealth lab can do this job for you
in WL 3 they have even automatization with IB.
it will do everything for you-scan,backtesting on every possible time frame,etc...
WL-rules! specially for portfolio backtesting(real timesaver for stock traders))))))
i also have question for Volker Knapp
(Vice President of WL) -why you do not offer old version(like 2) for less price?

Thank you!

mmillar · Nov 20, 2003

Quote from john_nyc_trader:

I am looking for a robust backtesting software package that is ease of use and can handle intraday minute bar backtesting (maybe even tick in the future) for US equities. Furthermore, the package MUST have a scanning feature, i.e. stocks that closed at their highs on November such and such.

Any ideas?

TradeStation or WealthLab are the best for backtesting (I use TradeStation, never used WealthLab but lots of people rave about it on these boards). eSignal can't backtest for peanuts so don't even bother with it.

john_nyc_trader · Nov 20, 2003

Bob111 & mmillar, thanks for the input on Wealth-Lab and TradeStation. However, who do you think provides the best data for the price, both back and real-time? I am looking for data on 1 minute bars and eventually tick.

John