Search found 7 matches

by Kvadrik
Fri Nov 26, 2004 9:19 pm
Forum: Testing and Simulation
Topic: Data set up for backtesting
Replies: 9
Views: 7614

Backtesting and simulation daytrading strategies

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 oth...
by Kvadrik
Thu Sep 30, 2004 3:30 pm
Forum: Testing and Simulation
Topic: Danger of single market back test result
Replies: 11
Views: 10246

Criteria for back testing

What criteria do you use for back testing? Why are you sure that the tested strategy will be profitable in the future period?
by Kvadrik
Tue Sep 28, 2004 10:18 am
Forum: Testing and Simulation
Topic: Historical tick-by-tick stocks data
Replies: 3
Views: 3221

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? :roll:
by Kvadrik
Sat Sep 18, 2004 6:16 pm
Forum: Testing and Simulation
Topic: Historical tick-by-tick stocks data
Replies: 3
Views: 3221

Historical tick-by-tick stocks data

:roll: 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.
by Kvadrik
Mon Aug 02, 2004 8:38 am
Forum: Custom C++ or Java Platforms
Topic: C++ Platform Design - Speed vs. Complexity
Replies: 16
Views: 16556

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 techni...
by Kvadrik
Wed Jun 30, 2004 8:32 am
Forum: Testing Software
Topic: looking for something new
Replies: 12
Views: 10789

Signals and orders from Tradestation

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.
by Kvadrik
Wed Jun 23, 2004 7:59 am
Forum: Testing Software
Topic: strategy runner software
Replies: 1
Views: 3682

About Strategy Runner

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.