I'm thinking of swapping to NT
Posted: Tue Jun 12, 2007 10:54 am
Hi,
I currently use Amibroker, but have found a serious problem - there is a maximum of 500,000 bars allowed per symbol. This means for serious backtesting (5 sec bars), I cannot go back very far.
So....after all the talk on this forum I am thinking of swapping to NT.
I have a few questions:
1. Is backtesting comprehensive? It is very good in AB
2. Is the facility to Optimise variables present in backtest? In AB, I can use:
Optimise(variable1 name,min,max,step);
Optimise(variable2 name,min,max,step);
etc... and backtest results can be sorted by profit, drawdown, etc
3. How easy is it to code a backtest system? My main use will be finding optimal stoplosses and limitprofits for the BuyZone.
3a. Can I code in advanced PositionSizing for backtests, eg:
Buy 7 contracts if current equity = x
if current Equity > xxxx, buy 10 contracts, etc...
4. Is there a limit to the amount of data per symbol (eg: 3 years of 5 sec data - a big file!)
5. How fast is the optimisation / backtesting on average?
Thanks,
Alex
I currently use Amibroker, but have found a serious problem - there is a maximum of 500,000 bars allowed per symbol. This means for serious backtesting (5 sec bars), I cannot go back very far.
So....after all the talk on this forum I am thinking of swapping to NT.
I have a few questions:
1. Is backtesting comprehensive? It is very good in AB
2. Is the facility to Optimise variables present in backtest? In AB, I can use:
Optimise(variable1 name,min,max,step);
Optimise(variable2 name,min,max,step);
etc... and backtest results can be sorted by profit, drawdown, etc
3. How easy is it to code a backtest system? My main use will be finding optimal stoplosses and limitprofits for the BuyZone.
3a. Can I code in advanced PositionSizing for backtests, eg:
Buy 7 contracts if current equity = x
if current Equity > xxxx, buy 10 contracts, etc...
4. Is there a limit to the amount of data per symbol (eg: 3 years of 5 sec data - a big file!)
5. How fast is the optimisation / backtesting on average?
Thanks,
Alex