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Trouble having accurate values when Backtesting strategies


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Trouble having accurate values when Backtesting strategies

  #1 (permalink)
shipop
Arlington, TX
 
Posts: 7 since Nov 2019
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My name is Luis, I am a futures trader that has been trading for about 5 years now. I backtest with all of my strategies. I keep tabs on the price entry and price exits (usually occurring in two consecutive days). Think of the strategy for Inside Days. When you enter at the previous day's high and exit at the current day's close (my approach to it at least).

Anyway, I feel i'm typing my life away. Manually entering all of this data on Excel is time consuming. I feel there is a more efficient way to have access to historical data and be able to identify specific price entry and exit points for a custom strategy. Is there a platform, third party add-on, or anything that allows such a thing?

I've used Ninjatrader, ThinkorSwim, and Tradingview to no avail. Granted, NT and TV both offer an execution grid/trades list that display the price entry/exit. However, they only include Open/Close Price points.

I'm pretty decent with coding, but I havent found a solution as far as Thinkscript, Ninjascript or Pinescript (TV) are all concerned.

Any thoughts or recommendations would be appreciated.

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  #3 (permalink)
 Chris23 
Liege
 
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Posts: 9 since Aug 2010
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Hi,

You can try VisualChart 6. It offers Csharp and VB.net.
It should do the job you asked for.

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Last Updated on December 16, 2019


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