Best Strategy Testing Platform? - page 3

 

Recommended trading platform?

What trading platform will you recommend for novice?

 
maple:
What trading platform will you recommend for novice?

If you want to trade manually then Metatrader is fine. A lot depends on your system and goals. I tend to trade longer timeframes so mt4 does the job for me for most of my needs. If you want to back test anything with any degree of reliability then mt4 is a bit dubious.

I have recently come across Zorro automated trading here... Zorro Trading Automaton

I have found this to be easier to code than mt4 and more robust for testing and optimisation purposes so far but it's early days. I am running live trading tests with a script for this platform and I will be posting results on various forums including my own private forum at www.hughbrissforex.com where I am now accepting registrations to view the site for free.

 

Earliest Tradeable Dates for mt4 brokers

Here is a list of the earliest tradeable dates for 3 mt4 brokers.

When you're back testing with mt4 it is important to go back to the earliest history available for an instrument and check the reliability of the data. Sometimes it is obvious that the data is corrupted, sometimes it is harder to spot.

Also if you are going to test a strategy on mt4 then it is important to test with multiple brokers to get an average return figure. This is because this will increase the reliability of the test and you can have more confidence that you have found a system with a positive expectancy.

This list is even more useful for when you are backtesting a portfolio of instruments because you want to test the strategy on at least two but preferably three or four different brokers and so you need to know the earliest time period available on each broker.

If you use a different broker and you would like to add their data to the list then please do so and post it back here. I will try and add a few more in the near future.tradeable_dates_by_broker.xls

 

Man

You did your "homework" Thanks !

Hugh Briss:
Here is a list of the earliest tradeable dates for 3 mt4 brokers.

When you're back testing with mt4 it is important to go back to the earliest history available for an instrument and check the reliability of the data. Sometimes it is obvious that the data is corrupted, sometimes it is harder to spot.

Also if you are going to test a strategy on mt4 then it is important to test with multiple brokers to get an average return figure. This is because this will increase the reliability of the test and you can have more confidence that you have found a system with a positive expectancy.

This list is even more useful for when you are backtesting a portfolio of instruments because you want to test the strategy on at least two but preferably three or four different brokers and so you need to know the earliest time period available on each broker.

If you use a different broker and you would like to add their data to the list then please do so and post it back here. I will try and add a few more in the near future.tradeable_dates_by_broker.xls
 
mladen:
Man You did your "homework" Thanks !

No problem at all, glad to help. I will try and add more brokers soon. This will make backtesting a portfolio of instruments a lot quicker, easier and more reliable as you can see which brokers to use and what dates to give you the best backtest.