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What is the best trading platform for automatic strategy?


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What is the best trading platform for automatic strategy?

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  #1 (permalink)
 banana 
Prague
 
Experience: Advanced
Platform: NinjaTrader, TradeStation, Sierra Chart, MarketDelta, MetaTrader.
Trading: ES
 
Posts: 3 since Oct 2012
Thanks: 7 given, 0 received

Is automatic backtest in Ninjatrader platform reliable? What trading platform is the best for automatic forward live test?

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  #3 (permalink)
 banana 
Prague
 
Experience: Advanced
Platform: NinjaTrader, TradeStation, Sierra Chart, MarketDelta, MetaTrader.
Trading: ES
 
Posts: 3 since Oct 2012
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artemiso View Post
No.

Unfortunately though, I think it is the best you can get without developing your own - even the institutional solutions marketed at several times the cost are hardly better, which is why these software providers have a declining business. You can do quite well by being aware of workarounds for its bugs and incorrect calculations. Besides that, I've heard decent things about Tradelink but I took a look at the source and didn't like how it was hacked together.



I would do my automatic forward test on the same platform that I am executing my strategy with. Most platforms should already help journal PnL and other metrics, but even if you end up using one that doesn't, or don't want use their journal as their calculations are incorrect, it is not difficult to write a class to retain PnL calculations etc. if you already have your strategy written for the platform.

I developed an automatic strategy for TS 3 years ago. I wasn't sure if the result is correct, so I rewrote the code also for NT. The curve of the equity was similar to TS, but differ in number of trades and DD. I thought that the diference results were thanks to zenfire data, but now I am thinking if it wasn't also because incorrect calcualtion inside NT backtester. The solution to my problem could be write trades to an CSV file and make calculation for a PnL in excel.

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  #4 (permalink)
 bartokInD 
Toronto Canada
 
 
Posts: 10 since Nov 2012

i wasn't able to get ninjatrader to be fully automated. i did have some success with jbooktrader (success in creating an automated system, not making money :P) it's open source and java based, but you can plug it in to an IB account.

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  #5 (permalink)
 DSNitris 
Buffalo, USA
 
Experience: Advanced
Platform: Ninja
Trading: Stocks
 
Posts: 11 since Dec 2012
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Multicharts is pretty good.

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  #6 (permalink)
 treydog999 
seoul, Korea
 
Experience: Intermediate
Platform: Multicharts
Broker: CQG, DTN IQfeed
Trading: YM 6E
 
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Posts: 896 since Jul 2012
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I would have to say I am pretty happy with multicharts. I have written and back tested a lot on it and haven't had much problem. Much more accurate than tradestation, i played with ninja but wasnt keen to learn a new language ninjascript so i cant say. I have run multicharts to fully automated strategy run with real money. It worked and never crashed once on me. But I have never compared the backtests of 2 platforms

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  #7 (permalink)
 banana 
Prague
 
Experience: Advanced
Platform: NinjaTrader, TradeStation, Sierra Chart, MarketDelta, MetaTrader.
Trading: ES
 
Posts: 3 since Oct 2012
Thanks: 7 given, 0 received

I made my own backtester in SC. I write results to CSV. Rewrite the indicator into automatic strategy is time consuming, so in this moment I trade it manualy. Thank you all for answears.

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Last Updated on December 9, 2012


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