TBB backtesting and intraday FX trading
Posted: 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
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