RE: Help with backtesting automation??

["Ivo Karindi" <ivo@xxxxxxxxx>]

1. No way.  But you should be able to convert your data into the spread form
and work with that.
2. Either a custom application, or something like Macro Express which
automates Windows tasks.

Your comment ". Since we want to test a large number of strategies against a
large
universe of possible pairs, is there any way to automate the process?" may
sound a bit too extreme for Trade Station...  A custom application or
extensive use of DLL's might be a solution.  But then again, with a lot of
creativity you can make TS do wonders as well.  With the help from VBA and
Excel, I am able to test many strategies across 25 futures markets in
various combinations pretty easily.  Of course it took some time and
thinking to develop the Excel part, but once that is done, and you have a
fast computer to use (that VBA is a dog) things will go very fast.  In my
opinion the benefit of using Excel/VBA/TS combination over any commercially
available application is the ease of adding new features as soon as you feel
the need.  Monte Carlo simulation with your combination of systems and
markets?  Some thinking and coding, and you are ready to go without having
to look around for the right software package and using your credit card.

Ivo

-----Original Message-----
From: Chris Sorensen [mailto:Chris@xxxxxxxx]
Sent: Tuesday, August 07, 2001 11:39 AM
To: omega-list@xxxxxxxxxx
Subject: Help with backtesting automation??

Hi everyone,

I'm an experienced developer (VB) but fairly new to TS2000i.

I'm developing a "pairs trading" system for some folks in Chicago, and have
2 basic challenges.

1. Is there anyway to get TS to buy/sell the "Data2" stock (for spreads)?

2. Since we want to test a large number of strategies against a large
universe of possible pairs, is there any way to automate the process?

Right now I'm creating charts with the selected pairs "by hand," sending the
test output to a CSV file and doing the analysis in excel.

I'm spending a large amount a time just creating pair charts,
applying/deleting 10 strategies, then creating the next pair chart.

For a system that touts itself as a "backtesting" system I would have
thought that it would at least have MACRO capabilities to automate simple
procedures.

Any thoughts would be greatly appreciated.

Thanks

Chris

 PS. Has anyone used VB to automate TS?