How to backtest?

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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broberts
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How to backtest?

Post by broberts » Thu Aug 05, 2004 6:34 pm

It has been years since I traded commodities, but I will be getting back into it. What type of system is used to backtest your method here, or for that matter any method one may so choose to use? Are there contained software programs to do this that any would recommend?

Thanks!

Ted Annemann
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Post by Ted Annemann » Thu Aug 05, 2004 6:57 pm

There's quite a busy industry devoted to supplying software that performs backtests. A good way to find out about some of the vendors and their products is to purchase the magazine "Technical Analysis of Stocks and Commodities" and read the adverts. They sell this magazine at larger newsstands, and/or you can obtain a free copy by going to their website which Google can direct you to.

Your host on this Roundtable Forum is a company named "Turtle Trading Software." That third word, Software, is what they sell. It's a pretty slick testing program, named veritrader. Go to their home page and explore.

William
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Post by William » Thu Aug 05, 2004 8:28 pm

If you are asking how to go about backtesting a robust system you might want to check out: www.modustrading.com . I read a rough draft of the course and i found it very helpful. It provides a great foundation and conceptual structure for backtesting in a systematic and statistically significant manner. Teaches one the basics and foundational concepts of how to fish as the saying goes...

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