Software for backtesting futures ...

i'm totally confused by this thread and by what BigBubba posted because he seems to be saying it should do exactly what you want. I'm looking to move to TS for this type of thing so this is concerning.

the issue is if your long 1 contract, you get a short signal and want to reverse the position
instead of selling 2 contracts TS issues 1 sell to cover and then 1 sell?
 
I use tradestation for all of my futures trading. I'm not sure I understand your issue. There are four keywords in tradestation for buying and selling.

buy - will buy until you are long. if your position is -1 it will buy 2, if you are flat it will buy 1

buytocover - will completely flatten any short position

sell short - will sell until you are short. if your position is +1 it will sell 2. if you are flat it will sell 1.

sell - will completely flatten any long position

Hope this helps.
 
Quote from jdeezero05:

i'm totally confused by this thread and by what BigBubba posted because he seems to be saying it should do exactly what you want. I'm looking to move to TS for this type of thing so this is concerning.

the issue is if your long 1 contract, you get a short signal and want to reverse the position
instead of selling 2 contracts TS issues 1 sell to cover and then 1 sell?
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me2 jd.. i don't think maxpi's issue is about how TS handles realtime trades. i may be wrong, but i think it has to do w/ how TS backtests. someone will correct i'm sure if i mis-spoke.

in real time, i think it executes exactly as i described.
 
I have used most of the backtesting software out there from Tradestation to AMI broker (which both have big problems when backtesting futures). The two programs that stand out the most to me and use in the development of my hedge fund are Traders Studio and Genesis Trade Navigator. I believe that both of these programs will work for you. Out of these two programs I would recommend Traders Studio. I would highly recommend using Traders Studio, firstly because it is easy to code while still given you the ability to program anything you want. Traders Studio was designed to trade futures because it was create not from some marketing company but from a trader that uses it for his personal trading. Trade Navigator is good and very easy to code, but you can’t program very advanced systems in it. I hope this will help you. Just remember if you want a good backtesting program use a backtesting program that was made for backtesting futures.
 
With tradestation a lot of the time you would have to produce dll files to achieve what you wanted to accomplish. Like getting the next bar open. Also I found rounding problems and lack of function. With AMI broker I emailed the company with a problem that I was having when using a for loop because every time I backtested the same system I got different results. They said they would work on it and they never got back to me.
 
Quote from bradypreston:

\With AMI broker I emailed the company with a problem that I was having when using a for loop because every time I backtested the same system I got different results. They said they would work on it and they never got back to me.
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How Long ago was this????

Traders studio is interesting, though I went to the store and each time received different results for whats available..

Videos are helpful for looking into the software, the Money management being built in is a nice feature.

ANd the ability to import EL files is nice..... WOuld be nice to "touch" the software. even if for a short 7 day period..... I Hate guesswork....
I dont make it to give it away.....
 
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