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I realized it is crucial to make backtesting before real and live trading. I did some research on forex and found the most popular system.
I have never used any so I would like to find out which one is the best from all points of view: price, demo, options for testing, ease of use, functionality, included indicators and etc. I also ask you tell me a bit more about your testing experience. Where you take data for testing? How do you begin? What to do next?
Never heard of any of them except for MT4, but I have Forex Tester 2 and it's probably as good as anything. Although there are some bugs that make it slightly annoying to use at times, and it cannot use tick data properly but they should be fixing that soon.
Never heard of any of them except for MT4, but I have Forex Tester 2 and it's probably as good as anything. Although there are some bugs that make it slightly annoying to use at times, and it cannot use tick data properly but they should be fixing that soon.
AS far as I know forex tester is more charting software. It is a kind of forex simulator, rather than technical analysis back test software.Anyway, where do you get data? Do this company provide you with it or you use any third-party data?
AS far as I know forex tester is more charting software. It is a kind of forex simulator, rather than technical analysis back test software. Depends what you mean by TA testing software, but you can program your entry/exit rules and run a test on the data. I don't actually use it for that but I guess that's the main point of it. It's got all the popular indicators and stuff. You can also make it play back the data in normal or fast speed as if it were happening in real time. I mainly use it to view old data in small timeframes since MT4 will only show so far back on the 5 minute or whatever.Anyway, where do you get data? Do this company provide you with it or you use any third-party data? The company provides the data, about 10 years worth but you can also use data from other sources.
Tried 'Forex Strategy Builder'?
It's a (quote): 'Visual forex strategy back tester. It uses combinations of technical indicators and logic rules to simulate a trading process with historical forex rates. An included automatic strategy generator enables you to compose a profitable strategy. There are also optimizer, an intraday scanner, and a bar explorer'. It's free software.
Tried 'Forex Strategy Builder'? Downloaded and tried this one. Does not like. It is about everything but nothing in particular. However it is much more practical than MT4 and Omega.It's a (quote): 'Visual forex strategy back tester. It uses combinations of technical indicators and logic rules to simulate a trading process with historical forex rates. An included automatic strategy generator enables you to compose a profitable strategy. There are also optimizer, an intraday scanner, and a bar explorer'. It's free software. As far as I understand we do have 2 more programs now to vote for .
come on guys, the best backtesting software has to be MT4!
come on guys, the best backtesting software has to be MT4! I can't get MT4 sort out. I'm stuck in trying to define the EA. I think it is too complicated.
I can't get MT4 sort out. I'm stuck in trying to define the EA. I think it is too complicated.
All I can say is, it's an absolute joke.
Hello all,
if you love the backtesting, please read this: At least the big difference between Backtest and Forward-Test is noticeable for system developers when they activate a system after a successful development in Live-Trading. Quite often the excellent performance bend in Backtest turns out to be a completely unpleasant bend in the live-operation. So it could happen that a profitable system becomes a loss –maker. We have had this experience as well. Well, what are the reasons for this? 1. MetaTrader doesn’t recognize tick-data All the developed steps and decisions are basing on the available and historic data if you are developing a system. But the available data are not tick-data. Many developers believe that they are developing on the basis of historic real passed benchmark data. That’s not the case because MetaTrader calculates Pseudo-Ticks and how they could have been on the basis of 1minute candle with the appropriate High/Low/Open/Close. Even Scalping systems which appear virtually fantastic in Backtest, fail regularly on this fact. Although of course we are developing our own systems on this basis of available data. Then, after gathering the appropriate forward-test data we either make improvements on that system or decide to reject it. 2. All Backtests are based off the data which had been loaded by Metaquotes Server! It doesn’t matter which Broker you got. The data in the development is based on the provided data by Metaquotes. The „correct“ data is not available at Forex-Markt but every Broker / Dealing-Desk makes his own prices or rather conveys each prices of the associated banks. In reality this leads to the phenomenon '3 Broker - 3 exchange rates'. A system which delivers in Forward-Test at Broker 1 x trades and at Broker 2 y trades is going to deliver at Backtest a totally different number of trades. 3. They work with an established Spread in Backtest The Spread each Broker has looks, quite often, completely different and is even swaying Theabove-mentioned text is not from me, is from a professional coder. Regards Meta1
That is why you have to use the data directly from the broker you are going to trade with.
Forextester was the one I used. Highly recommend it. Works very similar to Metatrader so you'll get the hang pretty quickly.
forextester 2 is the cheapest and good backtesting software because its one time payment only and we can import historical data for popular currencies pair from several years. we can place trades including stop loss and take profit, its just like the real trade to test our strategy. im not very confident backtesting lower than 4hour chart because the market is influenced by high impact news which we can't predict while backtest, i think the safest backtest is by using daily chart.
with MT4, a while ago there is some script to place trade in strategy tester but not very convenient (not like real daily trading),i forgot that. MT4 is focusing to make the real trade easier, not specifically made for backtesting forex market.
I only use Ninjatrader 7 for all my Forex & Futures trading and all backtesting. I just shutdown all my Forex trading on MT4 in the past 30 days so I am done with that platform. Now that Ninjatrader is a Futures brokerage (they bought out Mirus Futures last week) and will be adding Forex to the brokerage soon, the move I made looks like perfect timing to dump MT4 once and for all.
I trust the backtesting data from NT7 and I never really trusted the backtesting data in MT4. No 99% data modeling was not good enough for me in MT4 so I moved to a more robust platform for trading and backtesting.
i have an indicator and tried to run a backtest on mt 4 backtest strategy and every time i run it it says dll not checked have tried on numerous occasions checking the box for dll and still the same problem any suggestions would be helpful
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There are all kinds of tools for backtesting linear instruments (like stocks or stock indices). It is a completely different story when it comes to option strategies. Most of the tools used are bespoke software not publicly available. Part of the reason for that seems to be the higher complexity involved, the deluge of data you need (option chains) and the (non-)availability of historical implied vola data.
Anyway, my question:
Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible.
P.S.: An idea to get to grips with the above challenges would be a tool which uses Black-Scholes - but with historical vola data (e.g. VIX which is publicly available).
Louis Marascio
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vonjdvonjd
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A few pointers:
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There is one more solution available now to backtest option strategies: www.oscreener.com!
This tool allows to screen and backtest bull put spreads, long calls, short puts, debit spreads etc and validate these strategies in seconds.
VtechVtech
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Unlike backtesting stocks or futures, backtesting multi-legged option spreads does have its unique challenges. Getuid x32 download.
One way to backtest your options strategies is to download historical option data (Market Data Express) and use a technical analysis Excel plugin (TA-Lib). You can then create an Excel spreadsheet to automatically enter / adjust your spread trades as certain technical conditions are hit.
A better way is to use an automated options backtesting software, such as (OptionStack). Using this tool, you can create rules to automatically enter and adjust your option spreads as market conditions change. In fact, you can backtest years of complex option spreads (collars, condors, etc.) in seconds.
However, this software is currently in beta and there appears to be a sign-up waiting list.
delta hedgedelta hedge
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There's nothing fundamentally different between options and cash instruments, so you really just need a backtesting platform that has good functionality for backtesting multiple instruments simultaneously with the same reference time frame.
I'm assuming that you're looking for something halfway between in terms of level of sophistication and cost required to upkeep. One such tool that comes to mind is Deltix.
madilynmadilyn
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QuantyCarlo (quantycarlo.com) is a workbench for evaluation and optimization of option trading systems. It comes in several flavors, the most basic of which allows automated options backtesting. A free version is available with a limited number of end of day symbols. Other subscription plans offer more symbols and intraday data. QuantyCarlo Enterprise Edition exposes two programming APIs, offers Factorial Analysis, Applied Predictive Modeling (see http://www.amazon.com/Applied-Predictive-Modeling-Max-Kuhn/dp/1461468485), and cluster computing to efficiently generate the optimal parameters for a given strategy. This is also offered as a service to financial institutions by IOTA Technologies (www.iotatx.com), the maker of QuantyCarlo.
QuantifyThisQuantifyThis
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I really don't know that this will work for you or not but OptionsOracle tool is worth a try !!This is the one of the best Stock options strategy trading analysis tool provided free . The code is accessible at SourceForge
Saurabh BhoomkarSaurabh Bhoomkar
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I know this is an older post, but I found a great tool that I use. It is http://www.key2options.com. They are an online backtesting analysis platform. They offer a 3 week free trial and will do a one on one demo with you to show you how it works.
Andrew V.Andrew V.
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I've been using a product called AlgoNET Explorer which is by the same people who created ONE (OptionNET Explorer). I've been backtesting multi-leg options strategies with adjustments in 5min intervals using wizards and C# (VB is also supported). Much faster than manual backtesting.
Gordy OstangGordy Ostang
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ORATS offers a comprehensive scanning and backtesting tool.
user26068user26068
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I found a lot of the libraries were quite lousy as for any good strategy the parameters need to be optimised to some degree and thus the portfolio might need to be 'backtested' a number of times (really this isn't a backtest but more like 'training')
This makes a lot of libraries totally useless when they take several hours for fitting parameters to a minute-by-minute algo-strategy.
Both allow the use of arbitrary market input data. This allows you to create random stressed scenarios as well as use your own market data.
Alexander McFarlaneAlexander McFarlane
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protected by vonjdJan 13 '17 at 15:59
Thank you for your interest in this question. Because it has attracted low-quality or spam answers that had to be removed, posting an answer now requires 10 reputation on this site (the association bonus does not count).
Would you like to answer one of these unanswered questions instead? Not the answer you're looking for? Browse other questions tagged backtestingoption-strategiessoftware or ask your own question.NinjaTrader Backtesting Software
Programming an automated trading strategy can be a time consuming and/or costly venture. Unfortunately without investing the time and/or money in to having your strategy programmed, the only way to backtest the strategy and get an idea how it performs historically is to log each trade by hand. Backtesting Strategies by hand can be a very daunting task, which is why I’ve created a new NinjaTrader indicator to assist in the process. Below is more information on our NinjaTrader Backtesting Software.
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