Tick-level backtesting tools?

Quote from discepolo:

NinjaTrader has tick level backtesting.
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As far as I can tell, it's only with their Market Replay, is that right?

It makes gathering data time consuming and blocks testing, tests are awkward and clumsy and their tools for collecting stats and optimizing are blocked. It's about an ugly a solution as you could make.
 
Quote from foible:

As far as I can tell, it's only with their Market Replay, is that right?

It makes gathering data time consuming and blocks testing, tests are awkward and clumsy and their tools for collecting stats and optimizing are blocked. It's about an ugly a solution as you could make.
More...

I must admit I havent bothered to use it, but with the demo being free i doubt you'll ever find a better price/performance ratio..
 
Quote from discepolo:

I must admit I havent bothered to use it, but with the demo being free i doubt you'll ever find a better price/performance ratio..
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Only if you think your own time is worthless.
 
Have you tried tradestation and/or multicharts? I use tradestation and while it has definite limitations (no portfolio testing) it is very fast when dealing with very large amounts of data (tick data for say CL for the last year). I don't trade live with tradestation anymore but as a backtesting tool (especially one to quickly test a strategy) it's very useful.
 
Quote from foible:

OpenQuant
Cons:
- lease only available for minimum of 6 months (some song & dance about blaming their credit card company clearing fees. Ever hear of PayPal?) and my trial membership expired over a year ago when I first played with it so have to rely on memory
- no custom indicators, no means of making annotations on the chart making debugging and development difficult especially when trying to implement pattern-recognition
- quirky/unreliable/slow/unresponsive support
- has development stopped? Last version was released in January and nothing has happened since (releases used to be monthly, now nothing). Because of OpenQuant's status as a scaled-down version of SmartQuant, this makes me uncomfortable about its future - will it become abandonware?
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Hi,

just a comment...

You can develop custom indicators with OpenQuant, either in MSVS or right in OpenQuant IDE. You can also develop custom interfaces (plugins) to market data providers and brokers which are not supported out of the box. There are multiple examples (including full source code) included in the installation.

We do continue the development and we release updates quite frequently. The latest update was released a week ago or so. Currently there is a popup window in OpenQuant that notifies you about updates. We should change information on smartquant.net , you are right...

And it's not going to be abandonware. I would say there will be a stronger link between OpenQuant and QuantHouse in the near future, so that retail traders will benefit from the development of institutional platform.

Hopefully this will also improve the support...

Regards,
Anton
 
Hi Anton,

Is it possible to seamlessly integrate historical tick data with incoming real-time tick data? For instance, I have saved tick data in ASCII and would like to integrate that with tick data coming in real-time from E-signal... Can I chart the combination of these two data sets in one chart?

Thanks.
 
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