Large Scale Back-Testing

S

SHORTY

Does anyone know of any software or service providers that provide simultaneous back-testing on all NASDAQ or NYSE stocks based on setup criteria that I program? I realize that the computational power needed would likely require a mainframe type application running against a database of tens of thousands of stocks. I would like to have detailed and complex programming language built into this application, basically more flexibility than is available in the standard canned programs that test one stock at a time. I know I'm asking for a lot but I thought that something might be available that I was unaware of. Barring this, what is my second option? I've already ruled out Metastock and the like.

Thanks for any assistance.

Good Luck and Big Profits!
 
Not sure what you mean by large scale. I use Tradestation and I give it a list of stocks. In my code, I write the results of each trade to a comma-delimited file. I then import that into Excel, and using Excel's sorting and subtotalling features, I can get the data I want.

There are add on porducts for TS that give you results for an entire portfolio. However, I needed more details than what these products give you, so I use this method.

I have to say that the workspace assistant which allows you to run your strategy on a group of symbols is quircky at best, so I use a macro language to drive Tradestation. I usually run my strategies overnite as they take a while. Horsepower is of utmost importance.
 
Originally posted by cashonly
Not sure what you mean by large scale. Horsepower is of utmost importance.
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Cash,

Thanks for the response. By large scale, I mean backtesting "ALL" NASDAQ or NYSE stocks at the same time. I realize this requires horsepower, that's why I thought it would likely be a mainframe application from a service provider. The exporting/importing thing is something I hoped to circumvent, but it might be my only option.

Good Luck and Big Profits!
 
Doesn't AIQ offer this? I tried it out a few years back, and it would test all stocks in the database all at once. Of course, it's based on end of day data.
 
Originally posted by SHORTY


Cash,

Thanks for the response. By large scale, I mean backtesting "ALL" NASDAQ or NYSE stocks at the same time. I realize this requires horsepower, that's why I thought it would likely be a mainframe application from a service provider. The exporting/importing thing is something I hoped to circumvent, but it might be my only option.

Good Luck and Big Profits!
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With a 3rd party portfolio tester, you probably could do ALL stocks (you wouldn't even wanna filter out the low price, low volume ones?). You wouldn't need to import/export, You'd get a lot of information, particularly relating to profit across the board and per trade. The reason I do the export is so that I can get some info that isn't part of the standard tradestation protfolio report.
 
You might check out NeoTicker at www.tickquest.com It has a powerful programming language and many scanning and multiple ticker testing features.

If you use Quote.com as one of your data providers, I believe you can scan across their full database of stocks, if you'd like. Check out their Yahoo! Group for questions or more information, as well as the forum on their website.

I do not own the software, but I have downloaded the demo. My knowledge is limited, as I spend my time fully with Tradestation 2000.
 
Originally posted by SHORTY
Does anyone know of any software or service providers that provide simultaneous back-testing on all NASDAQ or NYSE stocks based on setup criteria that I program?

You didnt specify intra-day or just EOD. Could use for intra-day testing stockwatch pro ( I havent used it so ask others for usefulness rating)

http://www.crontech.com/swp/features.html#BackTesting

or Behold! at http://www.bhld.com/

or http://www.ensignsoftware.com/

For EOD only you could use

http://www.tradingrecipes.com/

http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/home

http://www.rtrsoftware.com/products.htm


Regards,
Knyyt
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