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Old 04-24-2009, 03:14 PM   #1

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Best Strategy Backtesting Software
Guys,

What is the best Strategy Backtesting Software?

Thx!
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Old 04-24-2009, 03:42 PM   #2

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Re: Best Strategy Backtesting Software
what is the best car on the market?
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Old 04-24-2009, 04:12 PM   #3

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Re: Best Strategy Backtesting Software
Quote:
Originally Posted by cowcool »
Guys,

What is the best Strategy Backtesting Software?

Thx!
The one that fits your needs and requirements the closest.
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Old 05-04-2009, 02:05 AM   #4

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Re: Best Strategy Backtesting Software
Many errors can occur when you back test your strategy. Postdictive error is one of them. It is vital to make sure that when you backtest a system that only information that is available in the past at that point in time is used in backtesting. With manual backtesting you can accomplish this quite easily, but with automated backtesting the postdictive error can sneak into your trading system.

There are more problems which trader can face during backtesting but it is hard for me to describe all of them in just a single post I will do it if needed.
No one strategy is best, no one is worst either. Its trader skill and experience, which make the worst into best and the best into worst.
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Old 05-04-2009, 03:22 AM   #5

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Re: Best Strategy Backtesting Software
Backtesting can be misleading:

For backtesting:
Avoid MT4.
Avoid Ninja.
Avoid Neoticker
Avoid Amibroker
Avoid MC .
TS - Is fine, if you know what you are doing.
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Old 05-04-2009, 08:10 AM   #6

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Re: Best Strategy Backtesting Software
I wonder why you say avoid NeoTicker? It has a steep learning curve (some would say very steep) but it can do an awful lot of stuff tradestation can't. The tick precise technology is particularly useful. Each to there own I guess. (Having said that I've not used it for years).
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Old 05-04-2009, 10:57 PM   #7

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Re: Best Strategy Backtesting Software
Quote:
Originally Posted by programmer »
Backtesting can be misleading:

For backtesting:
Avoid MT4.
Avoid Ninja.
Avoid Neoticker
Avoid Amibroker
Avoid MC .
TS - Is fine, if you know what you are doing.
Care to expand why to avoid everything but TS?
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Old 05-15-2009, 05:59 PM   #8

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Re: Best Strategy Backtesting Software
TS from my experience seems to be terrible at backtesting. Only forward testing seems to provide a true picture of a system's performance, however, it's very time consuming and then when changes are needed, you have to forward test again. It's like constantly trying to hit a moving target travelling at the speed of light.

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