Traders' Roundtable

The problem is not only in back testing for optimization your strategy, but also in the construction of the model and in the realistic simulation of the order execution. You need to include into the model the order queue management on the Exchange, slippage during market order execution and some ...

What criteria do you use for back testing? Why are you sure that the tested strategy will be profitable in the future period?

blueberrycake wrote:I've been quite satisfied with Tickdata.com

-bbc

Their minimum order for Tick Equity Data is $960. I need tick data for 3 stocks (IBM, Microsoft, Yahoo) , for 3 years back data only. It is not less than $150. May be there are some other decisions?

Where can I find historical tick-by-tick data for the Top Ten stocks for each of the following indexes: S&P500, NSDQ 100, Dow Jones? I'd like to make backtesting my strategies using Strategy Runner.

I also like to have really fast tools. I don't like to wait; I want testing to be fairly interactive, not test, wait, wait, wait, think of new test, test, wait, wait...


Dear Forum Mgmnt,

You are absolutely right. I use C++ strategy-oriented API that is developed in Strategy Tuner System. For ...

Strategy Runner offers an advanced server-based solution for the dissemination and robust execution of trading signals and orders, originating from TradeStation or others platforms, to one account or to multiple subscribers.

Hi, yp
Strategy Runner is our product. We have the feature that you told and we developed many additional possibilities. You can consider them http://www.strategyrunner.com and to get additional information from our partners.
Warm regards.