Intraday Market Replay Simulator

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.
Post Reply
PTCM
Roundtable Fellow
Roundtable Fellow
Posts: 82
Joined: Fri Dec 19, 2003 2:58 pm
Location: Hong Kong

Intraday Market Replay Simulator

Post by PTCM »

Are there any software that replays intraday market activity like a VCR / track real-time P/L and it also accepts historical intraday futures day in tradestation format ?


Steenbarger talked about this kind of software used at his firm, but just wondering if it is commercially available, especially those that doesn't required expensive datafeed ?

Anyone ?
danZman
Roundtable Knight
Roundtable Knight
Posts: 117
Joined: Thu Mar 10, 2005 10:07 am
Location: Newport Beach,CA

Post by danZman »

Metatrader does it. It's free for Forex. I'm not sure if it does futures or equities.

D
RedRock
Roundtable Knight
Roundtable Knight
Posts: 944
Joined: Fri Jan 30, 2004 3:54 pm
Location: Arizona

Post by RedRock »

Ninja Trader may be worth a look
PTCM
Roundtable Fellow
Roundtable Fellow
Posts: 82
Joined: Fri Dec 19, 2003 2:58 pm
Location: Hong Kong

Post by PTCM »

danZman wrote:Metatrader does it. It's free for Forex. I'm not sure if it does futures or equities.

D
can it replay intraday bars ? are you using it ?
danZman
Roundtable Knight
Roundtable Knight
Posts: 117
Joined: Thu Mar 10, 2005 10:07 am
Location: Newport Beach,CA

Post by danZman »

Yes, intraday works fine. I don't use it. Using Tradestation 8 for daytrading. Looking into Multicharts though. Too bad TB isn't
that great for intraday data.

D
Post Reply