Comments on: 9. Back Testing http://www.freetradingsystems.org Design your own profitable trading system. Mon, 02 Jan 2012 11:45:43 +0000 hourly 1 http://wordpress.org/?v=3.2.1 By: Kurtis http://www.freetradingsystems.org/9-back-testing/comment-page-1/#comment-14010 Kurtis Sat, 03 Dec 2011 00:19:47 +0000 http://www.freetradingsystems.org/blog/?page_id=44#comment-14010 Have you checked out Portfolio123? For 50 bucks a month you screen for fundamental and technical variables, backtest it, do robustness checks (random entries hundreds of times to ensure you are not cherry picking the results), and simulation testing with seperate buy and sell rules, slippage, custom universes, blah, blah, blah. You can use it for 45 days as a free trial if you use the code HKURTIS when signing up to test it out. Before Portfolio123 I thought only Zacks Research Wizard was a low cost alternative - but hundreds of dollars for the watered down version, survivorship bias, and other problems - no thank you. IMO its institutional grade software for about 1/20th the cost. Have you checked out Portfolio123? For 50 bucks a month you screen for fundamental and technical variables, backtest it, do robustness checks (random entries hundreds of times to ensure you are not cherry picking the results), and simulation testing with seperate buy and sell rules, slippage, custom universes, blah, blah, blah.

You can use it for 45 days as a free trial if you use the code HKURTIS when signing up to test it out. Before Portfolio123 I thought only Zacks Research Wizard was a low cost alternative – but hundreds of dollars for the watered down version, survivorship bias, and other problems – no thank you. IMO its institutional grade software for about 1/20th the cost.

]]> By: David Jenyns http://www.freetradingsystems.org/9-back-testing/comment-page-1/#comment-8861 David Jenyns Sun, 31 Jul 2011 00:30:31 +0000 http://www.freetradingsystems.org/blog/?page_id=44#comment-8861 Hey Kelly, I haven't used either so I can't really comment. Sorry I couldn't be more help on this one. Your Trading Coach, Dave Hey Kelly,

I haven’t used either so I can’t really comment. Sorry I couldn’t be more help on this one.

Your Trading Coach,
Dave

]]> By: Kelly http://www.freetradingsystems.org/9-back-testing/comment-page-1/#comment-8824 Kelly Fri, 29 Jul 2011 11:59:58 +0000 http://www.freetradingsystems.org/blog/?page_id=44#comment-8824 Dave, Hi, this is great material you have. Just wanted to get your thoughts on Vectorvest and ThinkOrSwim? thnx, Kelly Dave,
Hi, this is great material you have.

Just wanted to get your thoughts on Vectorvest and ThinkOrSwim?

thnx,
Kelly

]]> By: David Jenyns http://www.freetradingsystems.org/9-back-testing/comment-page-1/#comment-4023 David Jenyns Tue, 14 Sep 2010 13:04:37 +0000 http://www.freetradingsystems.org/blog/?page_id=44#comment-4023 Hi Val, Most data providers offer historical data. MetaStock can work with a variety of providers... you just need to find one you like. Using Comsec really isn't the way to go. Here's a link to the data provider we recommend: http://www.meta-formula.com/Metastock-Data.html If you can help out any other way let me know. Your Trading Coach, Dave Hi Val,

Most data providers offer historical data. MetaStock can work with a variety of providers… you just need to find one you like. Using Comsec really isn’t the way to go.

Here’s a link to the data provider we recommend:
http://www.meta-formula.com/Metastock-Data.html

If you can help out any other way let me know.

Your Trading Coach,

Dave

]]> By: valentino http://www.freetradingsystems.org/9-back-testing/comment-page-1/#comment-3795 valentino Tue, 31 Aug 2010 07:46:58 +0000 http://www.freetradingsystems.org/blog/?page_id=44#comment-3795 hi david, have come across a lot of your work on the web. and it's been really useful and well presented. thanks. just came across this article of yours on backtesting. a quick question if i may. i'm looking to get something like metastock 'end of day' to help develop the trading plan and do some backtesting etc but to do any scanning, backtesting i'll stick my neck out and say that i probably need some data... my online broker (comesc) allows me to export limited data (eg data for a period of time for 1 stock or 1 days data for all securities). neither of which is really that comprehensive. how to best get where i need to go? do traders buy it from somewhere, build it up over time? not sure how tradesim fits in to this ? is that part of metastock? val hi david, have come across a lot of your work on the web. and it’s been really useful and well presented. thanks. just came across this article of yours on backtesting.

a quick question if i may. i’m looking to get something like metastock ‘end of day’ to help develop the trading plan and do some backtesting etc but to do any scanning, backtesting i’ll stick my neck out and say that i probably need some data…

my online broker (comesc) allows me to export limited data (eg data for a period of time for 1 stock or 1 days data for all securities). neither of which is really that comprehensive. how to best get where i need to go? do traders buy it from somewhere, build it up over time?

not sure how tradesim fits in to this ? is that part of metastock?

val

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