TBB backtesting and intraday FX trading

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Roundtable Knight
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TBB backtesting and intraday FX trading

Post by dantes » Sat Jun 25, 2011 10:20 am

Hello everybody,

I'm looking to implement an intraday Forex strategy, and searching for the best way to combine TBB's backtesting capabilities with intraday autotrading.

I work with hourly bars and want to completely automate execution.

Attached is a flowchart of what I have in mind.

The way I see it, I need to either:
1) "Translate" TBB-developed strategies into an intraday autotrading platform's language ("XYZ" in the attachment), or
2) Find an intraday autotrading platform with backtesting capabilities and flexibility as sophisticated as TBB's

Option 1)
My concern is that "XYZ platform" might not be sophisticated enough to implement the subtleties of TBB strategies, especially money management rules.

Option 2)
Also I haven't found a standalone automated intraday trading platform with backtesting capabilites as sophisticated as TBB's.

Any suggestions are really appreciated!

Thank you

p.s.: chart is from https://bubbl.us
Flowchart.png (209.84 KiB) Viewed 1993 times

Roundtable Fellow
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Location: Richmond, VA

Post by drm7 » Mon Jun 27, 2011 10:41 am

I'm just scratching the surface on this topic myself, but I would look for a trading platform that allows for a lot of custom coding in a high-level language. For example, Dukascopy's JForex automated platform runs on Java.

I assume that you could write a sufficiently robust program in Java (or C++/#) that would capture all the subleties involved with a Blox system. I imagine that it would take some effort, though.

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