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Old 03-22-2010, 07:47 PM   #1

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Strategy Backtesting Support

Hello Fellow Traders;

I have worked-up a couple of strategies using TD Ameritrades Strategy Desk and backtested them using SD backtest engine on S&P500/R2K from Mar08 to Mar10. The strategies appear to be money makers with good profit factors but I don't trust SD limited backtesting capability.

I program in EL and have MC but no stock data because my primary focus are Futures and I'm too cheap to pay for data for stocks.

I'd like to team up with some who's interested in short term stock trading and has access to historical stock data for backtesting.

If anyone has any interest, please drop me a note.
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Old 03-22-2010, 08:36 PM   #2

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Re: Strategy Backtesting Support

you can get free EOD stock data from Yahoo or Google.
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Old 02-01-2012, 10:13 AM   #3

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Re: Strategy Backtesting Support

Quote:
Originally Posted by Ranger »
Hello Fellow Traders;

I have worked-up a couple of strategies using TD Ameritrades Strategy Desk and backtested them using SD backtest engine on S&P500/R2K from Mar08 to Mar10. The strategies appear to be money makers with good profit factors but I don't trust SD limited backtesting capability.

I program in EL and have MC but no stock data because my primary focus are Futures and I'm too cheap to pay for data for stocks.

I'd like to team up with some who's interested in short term stock trading and has access to historical stock data for backtesting.

If anyone has any interest, please drop me a note.
Hi,

Here's an excellent scanner and backtesting resource :-
Stock Screener - Market In&Out - Technical Stock Screener - ETF Stock Screener - Stock Screening Strategy Backtest - Forex Screener

This is quite a fast and well-thought out tool that can be used to screen and backtest many technical criteria, investment needs or trading strategies. Backtesting can be performed on accurate historical data. Screening options include price formations, thomas demark, ichimoku, macd & rsi divergences, fibonacci, chart patterns, support/resistance, candlesticks, trendlines, etc. Multiple custom screens may be created and can be saved for future reference. It can be used both for stocks and forex back testing.

Hope this is useful! cheers
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Old 02-04-2012, 05:43 PM   #4

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Re: Strategy Backtesting Support

Hello,

If you're able to program EasyLanguage then you could have a look at TradeStation. You could open and fund an FX account (without needing to trade it) and that's going to give you historical data for most stocks.

Another little known charting package to look at if you only need end of day data is ProRealtime. Charts are streaming (no download or installation) and it's free. You can program and backtest - I'm not sure what the language is, but its not hugely different from EL so you'd pick it up pretty quickly, and there's plenty of support documentation.

Hope that helps!
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Old 02-06-2012, 08:55 AM   #5

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Re: Strategy Backtesting Support

Quote:
Originally Posted by Ranger »
Hello Fellow Traders;

I have worked-up a couple of strategies using TD Ameritrades Strategy Desk and backtested them using SD backtest engine on S&P500/R2K from Mar08 to Mar10. The strategies appear to be money makers with good profit factors but I don't trust SD limited backtesting capability.

I program in EL and have MC but no stock data because my primary focus are Futures and I'm too cheap to pay for data for stocks.

I'd like to team up with some who's interested in short term stock trading and has access to historical stock data for backtesting.

If anyone has any interest, please drop me a note.
Amibroker EOD is only $199 and it can download free data. You can also do portfolio level backtesting and walk-forward testing. Very powerful, maybe a little harder to learn than EL but you do not need an account to get it.
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