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Backtest with a broker and real with another

  #1 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
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Hi all,

see contraindications in backtestare with data feed tradestation and go live with the data and execution of interactive brokers with Multicharts platform?

thanks,
tradingest

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  #3 (permalink)
 
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tradingest View Post
Hi all,

see contraindications in backtestare with data feed tradestation and go live with the data and execution of interactive brokers with Multicharts platform?

thanks,
tradingest

Could you try and be more specific?
What "contradictions" do you see in TradeStation?
We carry TradeStation and MC, so I am trying to help.

Matt Z
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
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  #4 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
Posts: 111 since Dec 2014
Thanks Given: 9
Thanks Received: 11


mattz View Post
Could you try and be more specific?
What "contradictions" do you see in TradeStation?
We carry TradeStation and MC, so I am trying to help.

Matt Z
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Currently I back tested with data TS and I would like to trade real money with Interactive Brokers with the strategy built on TS data feed. I want to know if this practice is dangerous.
We know that the IB data flow is not precise

thanks in advance,
tradingest

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mattz's Avatar
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tradingest View Post
Currently I back tested with data TS and I would like to trade real money with Interactive Brokers with the strategy built on TS data feed. I want to know if this practice is dangerous.
We know that the IB data flow is not precise

thanks in advance,
tradingest

I can write a very long post about execution data versus back tested data, but just to stay brief and practical:
1) Either you use Ts for execution.
2) Use MC with Rithmic and port over your easy language code and strategy if you have one.

Bottom line, stay on one machine for execution and testing. Many love complications and impress themselves with multiple solutions, I love simplicity.

Let me know if you have any other question.

Matt Z
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email [email protected]
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #6 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
Posts: 111 since Dec 2014
Thanks Given: 9
Thanks Received: 11


mattz View Post
I can write a very long post about execution data versus back tested data, but just to stay brief and practical:
1) Either you use Ts for execution.
2) Use MC with Rithmic and port over your easy language code and strategy if you have one.

So, I can use MC with rithmic it's a great solution for you?
I received data feeds and trade with rithmic? For you is best? Why?
This solution is better vs Tradestation?

Other great solutions?

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  #7 (permalink)
 
mattz's Avatar
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tradingest View Post
So, I can use MC with rithmic it's a great solution for you?
I received data feeds and trade with rithmic? For you is best? Why?
This solution is better vs Tradestation?

Other great solutions?

I am just giving you alternatives. If you are not going to utilize TS, I would use Rithmic+MC becuause of the latency(speed of execution) and the stability of MC. I offer both TS and MC to customers, so I am totally objective.


Matt Z
Optimus Futures


There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email [email protected]
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #8 (permalink)
 
tradingest's Avatar
 tradingest 
Milan, Italy
 
Experience: Master
Platform: NT8
Trading: Futures, Forex
Posts: 111 since Dec 2014
Thanks Given: 9
Thanks Received: 11


mattz View Post
I am just giving you alternatives. If you are not going to utilize TS, I would use Rithmic+MC becuause of the latency(speed of execution) and the stability of MC. I offer both TS and MC to customers, so I am totally objective.


Matt Z
Optimus Futures


There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

you speak Italian?

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  #9 (permalink)
 
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tradingest View Post
you speak Italian?

Sadly not fluent. seems like your English is just fine.
You can PM me and I will give you my email, then I can ask an associate to take a look.

Matt Z
Optimus Futures

There is a substantial risk of loss in futures trading. Past performance is not indicative of future results.

Trading futures and options involves substantial risk of loss and is not suitable for all investors. Past performance is not necessarily indicative of future results. You may lose more than your initial investment. All posts are opinions and do not claim to be facts. Please conduct your own due diligence. Use only Risk capital when trading Futures.
1 800 771 6748 local 561 367 8686 email [email protected]
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
  #10 (permalink)
 ABCTG   is a Vendor
 
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tradingest,

the question probably comes down to:

Did you test in Multicharts using Tradestation data or did you test in Tradestation?

The next question would be what you tested exactly futures, stocks or Forex, as with the latter you might want to stick to the broker that you used the data for testing for, too.

You can use Multicharts symbol mapping and use TS data for charting and trade via one of the execution methods Optimus provides, via IB or any other supported broker. Provided that you properly configured the symbol mapping and are not trying to trade different symbols or instruments (i.e. chart a stock and try to trade a future as MC symbol mapping might not work with such a configuration).

Regards,

ABCTG

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