I don’t think Clenow uses rightedge anymore. He wrote a book about using Python recently.
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Platform to backtest and run a ranking or rotational stock strategy
- Thread starter Moptop
- Start date
I don’t think Clenow uses rightedge anymore. He wrote a book about using Python recently.
thanks. I was looking at RealTest. It seems to have its own language, I’d it hard to learn?
It's not hard to learn. In fact, RealTest is so much fun that I just started a YouTube channel about it lol. When you first install it, there's already an example for the relative momentum rotational strategy in the examples folder that it comes with.
I don’t think Clenow uses rightedge anymore. He wrote a book about using Python recently.
My bad. Yes, I've read Trading Evolved. I thought he still preferred C#/RightEdge for his own stuff, but did the book in Python because it's more accessible, but I just read he recently redesigned his website's research tools in Python, so perhaps that's the case.
I don't recommend Python, cloud, or rolling your own just because it's so easy to do things incorrectly and screw up. Especially if you're just interested in a rotational strategy Alvarez/Clenow/Radge style and not Python machine learning/data science. I rolled my own and did all the Python stuff e.g. Backtrader/Zipline/QuantConnect before I just thought screw it and eventually moved to AmiBroker and RealTest, and I am much happier and much more profitable for it lol. But if you want to spend the time figuring all that out, then more power to you.
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We are still in a 11 year stock bull market, any strategy will output long only strategies. To pick which ones to go long each week, I think more easy to mirror Warren Buffetts portfolio than to try adjust a portfolio on a weekly basis. Probably better to correct once a month/quarter, where a simple Excel would be more easy to use.
Moving into a possible major market correction, it might soon be more important to think than to automate.
Moving into a possible major market correction, it might soon be more important to think than to automate.
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Can someone tell me the major differences between Realtest and Amibroker. I'm leaning towards one of the two. I don't have any real programming experience other than on TradeNavigator, so I will be starting from scratch. My concern with Realtest is it doesn't have much a following yet so I don't think there are a lot of resources out there to help me out with it where as there are all kids of learning resources for Amibroker.
Can someone tell me the major differences between Realtest and Amibroker. I'm leaning towards one of the two. I don't have any real programming experience other than on TradeNavigator, so I will be starting from scratch. My concern with Realtest is it doesn't have much a following yet so I don't think there are a lot of resources out there to help me out with it where as there are all kids of learning resources for Amibroker.
The real difference is that RealTest support native Multimarket Multisystem backtesting... and that's really important.... multimarket multisystem is not the holy grail but I'fd define it as essential to survive as a systematic trader.
Amibroker can do multimarket multisystem, but it's not native and it's a nightmare to implement if one is not a proficient programmer. I asked for this feature (that ....is the chance of not starting from zero.... ) more than 10 years ago in the support member zone, but as of today, my suggestion was never considered.
On the other hand, as of for now, Real test doesn't support intraday data, even if this can change in the future (just my guess, you can ask the developer if this feature is important for you).
On the other hand, AMB could be easily linked with IB or others broker in order to get real time data with API.
AMB can even do automatic trading, but again you have to be a proficient programmer, it's not as easy as in other platforms (Tradestation, Multicharts just to name two).
Also, I don't like the "cocky" attitude of AB forum, where almost every time one's is asking for help, it is treated like a lazy moron who doesn't do your own homework (Warning: I don't go to that forum from a long time for this exact reason, maybe in more recent times this has changed) .
In my little experience, when a problem arise, according to the attitude of the AB forum, the flaw is never in the software, but always in the user (which we know it's impossible, as perfection is not possible in this world)
Also, if you don't have any programming experience AB learning curve is steep.
They say "you can do everything but a cup of coffee" with AB, and it's true, but.... for the trader who doesn't want to become a professional programmer it's a complex platform to learn (especially if you had never used ARRAY programming before).
You cand do a quick test. Go there:
https://www.amibroker.com/guide/a_mistakes.html
If these instrutions don't make a lot of sense to you the first time you read, likely you willl encounter more than one problem with AFL.
If you don't need historical intraday data or realtime data or automatic trading, don't think even one second: go to RealTest.
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