Testing and automate Trading strategies
Posted: Sat Nov 12, 2011 8:48 am
Hello,
I am currently testing Tradingblox, it´s probably the best backtesting software I have used so far, lot´s of options most I have never considered when playing with tradingsystems and last but not least it shows you the importance of a proper money mangement in real time.
I do have a question regarding backtesting:
Let´s say you guys developing a strategy for stocks and it works great there (e.g. Tripple mov avg.), do you think such strategy should also work when applied to futures?
I am not sure, but I think when have a strategy with an "edge" it should work "vice versa" as well, of course drawdowns.... will vary, but basically it should be used as a proof for the robustness of a strategy.
In general I don´t think stocks should be used for a systemic approach because of splits/re-splits, capital raising.....at the end the right choice most likely will be always futures or ETF´s.
Would be great if you guys can tell me more on that. Does this makes sense? Or I am completly wrong on that?
Next question I have is regarding automation of Tradingblox generated signals.
In case I am going to use CSI Data is there any way to automate:
the daily download of CSI data
generate daily orders within Tradingblox
in case of new orders automatically send an email
I am thinking to run Tradingblox on a Virtual Private Server 24/7 that should provide me notifications via email.
Can this be done somehow with Tradingblox?
Thanks for your reply!
I am currently testing Tradingblox, it´s probably the best backtesting software I have used so far, lot´s of options most I have never considered when playing with tradingsystems and last but not least it shows you the importance of a proper money mangement in real time.
I do have a question regarding backtesting:
Let´s say you guys developing a strategy for stocks and it works great there (e.g. Tripple mov avg.), do you think such strategy should also work when applied to futures?
I am not sure, but I think when have a strategy with an "edge" it should work "vice versa" as well, of course drawdowns.... will vary, but basically it should be used as a proof for the robustness of a strategy.
In general I don´t think stocks should be used for a systemic approach because of splits/re-splits, capital raising.....at the end the right choice most likely will be always futures or ETF´s.
Would be great if you guys can tell me more on that. Does this makes sense? Or I am completly wrong on that?
Next question I have is regarding automation of Tradingblox generated signals.
In case I am going to use CSI Data is there any way to automate:
the daily download of CSI data
generate daily orders within Tradingblox
in case of new orders automatically send an email
I am thinking to run Tradingblox on a Virtual Private Server 24/7 that should provide me notifications via email.
Can this be done somehow with Tradingblox?
Thanks for your reply!