Backtesting ES - MultiCharts | futures.io
futures io futures trading


Backtesting ES
Started: by TraderWalrus Views / Replies:211 / 1
Last Reply: Attachments:0

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


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, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

Backtesting ES

  #1 (permalink)
Trading Apprentice
Bangkok Thailand
 
Futures Experience: Intermediate
Platform: IB, MC
Favorite Futures: Forex
 
Posts: 21 since May 2016
Thanks: 9 given, 5 received

Backtesting ES

Is there a way to get continuous ES 1-min data into Multicharts, from Interactive Brokers, of say the last year?

I am trying to backtest a strategy and it is quite difficult (especially optimization) when it needs to run separately on the different contracts.

If not from IB, is there a way to get such data from other sources?

Reply With Quote
 
  #2 (permalink)
Elite Member
Hamburg Germany
 
Futures Experience: Advanced
Platform: Multicharts, Tradestation, Multicharts.NET, NinjaTrader, MetaTrader
Broker/Data: DTN IQ
Favorite Futures: ES
 
Posts: 1,260 since Apr 2013
Thanks: 201 given, 711 received

TraderWalrus,

IQFeed for example provides continuous futures data that you can use.

Depending on what you need in the backtesting you might be able to build your own continous contract.
Custom Futures - MultiCharts There are a few limitations with this
approach as you can see on the linked side, but if you don't need the bar magnifier for example it would work.

You could also just string the contracts together yourself by combining the data in one symbol. However this would be the raw data without backajustment, which you'd have to do upfront yourself (in case you need it).

Regards,

ABCTG

Reply With Quote

Reply



futures io > > > > Backtesting ES

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Spring Grains Outlook w/Sean Lusk @ Walsh Trading

Elite only

FIO Video Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

April

Process above all else w/Anthony Crudele @ Futures Radio Show

Elite only

Machine Learning - Quantitative Trading w/Martin Froehler @ Quantiacs

Elite only

Market Dynamics w/Peter Davies @ Jigsaw Trading

Elite only

Ask Me Anything w/Patrick Rooney @ Trading Technologies

Apr 18

Ask Me Anything w/FuturesTrader71

Apr 19

Machine Learning w/Kris Longmore

Elite only

Market Analysis w/Dave Forss

Apr 25

Introducing iSystems with Stage 5 Trading

Apr 27
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
[ES question] Backtesting cost estimation davidautentico Emini Index Futures Trading 8 July 28th, 2016 07:14 AM
.NET Backtesting API/library - externalize backtesting from your trading platform andby Elite EasyLanguage Automated Trading 1 July 26th, 2016 09:25 PM
why Backtesting stocks difficult vs backtesting Futures emini_Holy_Grail Traders Hideout 8 July 4th, 2015 02:14 PM
ES Roll Over, I entered new ES symbol, now can't use Market Replay Rad4633 NinjaTrader 2 December 12th, 2011 05:08 PM
ES min data needed for NT backtesting from the very beginning ( 09 1997 ) till today kittyan Brokers and Data Feeds 1 May 23rd, 2011 04:02 PM


All times are GMT -4. The time now is 07:40 PM.

no new posts
Page generated 2017-03-28 in 0.06 seconds with 19 queries on phoenix via your IP 54.204.253.227