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Found 7 results

  1. Hello, I've one subject to discuss and get opinion on that. While analyzing Amibrker's backtest report I found MFE is something helpful to reduce our loss. For instance you would see few buy/sell signal never crossed 0.1% (You can research with any of your AFL). So if we can trade above/below the signal price +/- 0.1% then it would reduce some loss. I've started following signal price +/- 0.1% and it has helped me to reduce some loss. Now looking something ahead of this. What if you trade only when signal price crosses more than 0.1%. Means 0.2% or 0.3% or 0.4% ? I believe trading higher/lower than signal prices would also reduce same amount of profit. Is there any way to backtest with this logic with different amount of %, or any opinion on this method ?
  2. Hi everyone, What are the differences between vectorized and event-driven backtesting? Which type do you use? Is the difference important for non-HFT strategies like swing trading? Which one is more realistic? Any help is appreciated, thank you and I wish everyone profitable trades.
  3. Does anyone have historical data for channeling stocks with at least 10% range? Especially for high volatility sideways markets? I do have a backtest for almost 2 years from one source that I'm optimizing right now... but my dataset contains very directional markets - end of 2008 to begining of 2010 - very steep bear market and a very steep bull market.
  4. 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.
  5. Hi I am new to the forum and looking for suggestions on a tool (preferably available free on the net) to backtest portfolios (atleast last 20 years) - preferably having what-if options.Any pointers would be really helpful. Thx Deb
  6. Someone sent me the above question, I thought I should post the answer here for the benefit of all. MultiCharts has a feature called "Bar-Magnifier". TradeStation calls it Look-Inside-Bar-Backtesting (LIBB). MultiCharts/TradeStation lets you add a second data stream for backtesting. For example if your strategy is to work on a daily chart. You can add a finer resolution 2nd data stream (eg 5min) to the backtesting, thus allowing the program to calculate your strategy rules and fill orders at intrabar prices, as if in real life trading.
  7. I am using TS 8.5. I have a strategy i was backtesting. It was going great! The results were great at 30k plus. I had given a lot of parameters for testing so it was taking a while. I was using the genetic optimization. However, computer turned off and now i have lost all results and have to redo the dang thing. it was running for 48 hours and had 30+ days remaining to complete. now i have to start again. whats the best approach? do i give parameters for everything at once? do i back test a few things first and then others. (e.g. MAs first then stops?) how do you back test? how long does your startegy take to complete? are their any resources that i can use to learn more. This is just an initial phase with no money management built in. so i am afraid that when i start to back test the same startegy with money management it may take forever. please help!
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