- If the ES is down 3 days in a row, what has happened on the 4th day?
- What typically happens on the last day of the month? the quarter?
- What typically happens if the ES gaps up 10? up 20?
My question: What is the best platform for writing quickly a study to measure statistics like these? I'm thinking that as questions like the above occur to me during the day, is there a platform well-suited to doing a quick and dirty analysis in 15 minutes or so?
I use NinjaTrader C# to code up my stats queries, but get the strategy to output to a csv which I can then analyze in excel. This I have found to be the quickest (<30min) way to get an answer. I'm sure the same thing could be done in Easy Language via TradeStation or MultiCharts.
I focus on using the strategy code to calculate things which are annoying to do in excel, like multi-conditional events, i.e. break IB > return to Mid > make new High. But rather than just outputting a TRUE or FALSE, I output the minute it occurs or the bar it occurs. This way I find the data has more uses once in Excel and you can get more from the same data and dive a bit deeper.
The following user says Thank You to amoeba for this post:
Mathlab is really cheap for personal use and will do all you want and the language is really easy to learn (nothing like C). Trading platform are not meant for that even if you can dothat but it will be limited and sometime complicated due to those limitations.
R.I.P. Olivier Terrier (aka "Okina"), 1969-2016.
Please visit this thread for more information.
The following user says Thank You to Okina for this post: