I'm interested if anyone has experience with backtesting forex data.
I have some mechanical systems I'm ready to backtest with forex data. I have trialled them with demo accounts (not live yet) and have had good results, now I want to stress test them.
What software is the million dollar (euro) question!
wayneL
28th-January-2005, 06:05 PM
Waysolid,
How much historical data do you have? Is it daily or intraday? I would be interested where you got it from for my own purposes.....please :)
As far as software, I don't think you can go past amibroker for the price.
Cheers
tech/a
28th-January-2005, 06:31 PM
Hi guys.
I can put you both in contact with a guy in WA who developes coupious amounts of FOREX systems.
He has one currently approved by a broker in the USA for rental to clients.
Hes a lot like me calls a spade a shovel!,and would be happy Im sure to help you out,he has more data than computer space!
Anyway let me know and Ill email him and tell him your going to contact him.
He is very very proficient with systems testing and uses tradestation and Excell I think.
He specialises in very short term methods.
If I was looking to Trade FOREX this would be the guy Id have on my team!
Ill have to ask first.
tech
tech/a
28th-January-2005, 07:46 PM
Here is a fully disclosed Forex system
http://www.metastocktools.com/MACDH/Forex.htm
Thanks to Jose Silva site.
Artamon
3rd-August-2005, 09:02 PM
G'day all,
Did any of you guys (wayneL or waysolid) follow up on this??
