[Soultrader]

Anyone have a recommendation for a backtesting software and data feed that covers global markets? I currently dont have a TS account anymore but would like to backtest some strategies on my free time away from the office. Thanks.

[ranj]

Hi Soul,

I use amibroker with an esignal datafeed. The program is cheap, powerful, fast, and it only has a one time fee, but no market profile.

Rajiv

[brownsfan019]

James,
I've read that the new version of MultiCharts has some nice backtesting capabilities. The nice thing is you could just purchase it one time and then own it. You'll still need a data feed though. I personally just plug Open ECry data into it, but eSignal and others will work as well.

[darthtrader]

brownsfan019, have you had any problems getting anything with EZ to work in multicharts?
That would probly be the easy transition from tradestation. I would also check out ninja trader too though. All the strategy programming stuff is free if you have the data feed. I'm just taking baby steps trying to program that but its really cool to have all the C# programming resources available and not have to depend on a custom scripting language.

[brownsfan019]

Originally Posted by darthtrader »

brownsfan019, have you had any problems getting anything with EZ to work in multicharts?
That would probly be the easy transition from tradestation. I would also check out ninja trader too though. All the strategy programming stuff is free if you have the data feed. I'm just taking baby steps trying to program that but its really cool to have all the C# programming resources available and not have to depend on a custom scripting language.

EZ as in EasyLanguage?

[mister ed]

The only other backtesting software I know of is Tradesim and Wealthlab.

[Soultrader]

Originally Posted by ranj »

Hi Soul,

I use amibroker with an esignal datafeed. The program is cheap, powerful, fast, and it only has a one time fee, but no market profile.

Rajiv

Hi Rajiv,

I visited their website and it is seems to receive alot of good reviews and very cost effective. One thing I read was that it was not suited for futures. Have you had any negative experience with Amnibroker when backtesting futures strategies or perhaps intraday strategies? I am aslo considering purchasing amnibroker with esignal data feed. How user friendly is the programming language?

[Reaver]

James,

When you say backtesting are you referring to setting up systematic parameters and replaying the data to see what would happen, like datamining...or are you referring to being able to go back into historic data and trade with a replay feature?