Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
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 for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Currently I'm using the TradeStation with RinaSystems to make backtests on the baskets of futures. Can I make these portfolio backtests with NT, or would Matlab be a more practical journey?
Can you help answer these questions from other members on NexusFi?
Multicharts or Amibroker would probably be better choices than Ninja for portfolio backtesting. Amibroker is stable, fast, and cheap, and can do portolio backtesting acurately but is not as friendly to non-programmer users. Multicharts can use most easylanguage scripts which might be handy for you with your tradestation background.
Platform: TradeLink, OpenQuant, considering anything that works...
Trading: if it trades...
Posts: 94 since Oct 2010
Thanks Given: 24
Thanks Received: 39
I agree with Goldstandard somewhat.
You need to be careful with NT in that it doesn’t “natively” support portfolio testing. However, you can develop strategies so they enable portfolio testing. If your strategy really depends on be a portfolio system then you will need to model this in a particular way within NT.
what portfolio statistics does TradeStation give you? Or Rina Systems (I've not heard of that one)?
When I used TradeStation years back (v4) I exported the trades and imported them into my own app to crunch the statistics I wanted - in particular, account drawdown, inter-instrument profit & loss correlation, and optimal fixed fraction for money management.
You can discover what your enemy fears most by observing the means he uses to frighten you.