Trouble having accurate values when Backtesting strategies - futures io
futures io

Trouble having accurate values when Backtesting strategies

Discussion in Emini and Emicro Index

    1. trending_up 557 views
    2. thumb_up 0 thanks given
    3. group 2 followers
    1. forum 2 posts
    2. attach_file 0 attachments

Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

Search this Thread

Trouble having accurate values when Backtesting strategies

(login for full post details)
  #1 (permalink)
Arlington, TX
Posts: 7 since Nov 2019
Thanks: 0 given, 0 received

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.

Reply With Quote

Journal Challenge April 2021 results (now extended!):
Competing for $1800 in prizes from Jigsaw
looks_oneMaking a Living with the Microsby sstheo
(584 thanks from 59 posts)
looks_twoSalao's Journalby Salao
(144 thanks from 26 posts)
looks_3Deetee’s DAX Trading Journal (time based)by Deetee
(94 thanks from 30 posts)
looks_4Learning to Profit - A journey in algorithms and optionsby Syntax
(85 thanks from 26 posts)
looks_5Maybe a little bit different journalby Malykubo
(46 thanks from 28 posts)
Best Threads (Most Thanked)
in the last 7 days on futures io
I finally blew up an account
475 thanks
The Crude Dude Oil Trading System
72 thanks
Spoo-nalysis ES e-mini futures S&P 500
59 thanks
Are candlesticks patterns statistically significant?
24 thanks
The New Micro Contract - MICRO BITCOIN coming May 2021
19 thanks
(login for full post details)
  #3 (permalink)
Experience: Advanced
Posts: 9 since Aug 2010
Thanks: 0 given, 7 received


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

Reply With Quote

futures io Trading Community Traders Hideout Emini and Emicro Index > Trouble having accurate values when Backtesting strategies

Last Updated on December 16, 2019

Upcoming Webinars and Events

NinjaTrader Indicator Challenge!


Journal Challenge w/$1,800 in prizes!

May 7

EdgeProX - A Simple Choice For The Active Trader w/Morad Askar @ Edge Clear …

Elite only

The Cold Hard Truth: Maybe I Am Not Good Enough w/Chris Gray @ Earn2Trade

Elite only

Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada),
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts