Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'tradersstudio'

Thinking of buying Trading Blox?

February 1st, 2010 · 70 Comments · Backtest, Software

Well, I am… Regular readers might think that I suffer from backtesting-software-indecision-itis. Having first settled for TradersStudio, I then evaluated (and purchased) AmiBroker and found that it was 25 times faster than TradersStudio (at least for the calculation of the e-ratio). However, AmiBroker is not really geared towards true portfolio allocation testing with Futures and […]

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How-To: CSI Data into TradersStudio

January 12th, 2010 · 4 Comments · Data

Dear readers, I hope you enjoyed the holiday break. I wish you a happy New Year – may it bring you progress and success in your automated trading endeavours! I wanted to start this year with an idea I left off last year, when investigating robustness: Using the median as a more robust tool than […]

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How to decide on a Backtesting and Trading Platform

November 23rd, 2009 · 9 Comments · Backtest, Software

As an automated trader you probably need the following components: Broker Account – The starting point to trade in the markets Live Market Data – To feed to your trading robot so that it can generate trading signals. Most brokers provide market data with proprietary or third-party technology- although market data can also be obtained […]

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Amibroker vs TradersStudio: comparison

November 16th, 2009 · 9 Comments · Backtest, Software

A couple of weeks ago I downloaded Amibroker to see if it could compute the e-ratio much faster than TradersStudio (it did!). The result of the speed comparison is there and the Amibroker code for the e-ratio is there. I thought it might be interesting to do a comparison of how easy it is to […]

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Amibroker V. TradersStudio: Speed comparison Fight

November 10th, 2009 · 2 Comments · Backtest, Software

It might not capture the imagination as much as the recent Haye v. Valuev WBA World Heavyweight Championship fight (it probably might for some of you… ;-) but I decided to organise my own “fight”: AmiBroker V. TradersStudio! And similarly to the boxing, speed was of the essence – with one platform completely out-performing the […]

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Amibroker e-ratio code

November 9th, 2009 · 32 Comments · Code, Development, Software

I recently posted about the e-ratio as a tool to measure parts of a trading system (the code files to compute the e-ratio in TradersStudio and Excel are also available). The e-ratio is supposed to be a quick tool to check how signals might add some edge to a trading system. However computing the e-ratio […]

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How can Walk-Forward testing keep your system a step ahead?

November 5th, 2009 · 17 Comments · Backtest, Software

Out-of-Sample testing is a necessary practice to avoid curve-fitting during the optimisation of a trading system. Walk-Forward testing improves on the idea of out-of-sample data testing and is designed as an on-going, adaptive approach. Its invention is mostly credited to Robert Pardo (read more about it in his book) The way it works is fairly […]

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e-ratio calculation in TradersStudio and Excel

November 2nd, 2009 · 4 Comments · Backtest, Code, Development, Software

Here is one method to implement an e-ratio calculation. As we say in developerspeak, the following is a quick and dirty approach to calculating the e-ratio. But as far as I am concerned, it does the job! It can probably be programmed more elegantly in TradersStudio but I still have to climb some of that […]

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TradersStudio: the best Systems testing software?

October 19th, 2009 · 5 Comments · Backtest, Development, Software

I should say “Yes” as I decided to purchase, and now own TradersStudio. For the price ($499), it offers a very decent package for developing and testing automated trading systems. Why I chose TradersStudio I did consider a few options before buying TradersStudio (Amibroker, TradeStation, Trading Blox, WealthLab, NinjaTrader) and based on feature analysis, recommendations […]

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