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For portfolio testing WL is idea, since it was created with exactly this in
mind; but I guess you all know it by now. ;)
vk
-----Original Message-----
From: Adrian Pitt [mailto:apitt@xxxxxxxxxxxxx]
Sent: Thursday, September 11, 2008 6:35 AM
To: 'Leslie_George'; omega-list@xxxxxxxxxx
Subject: RE: best testing software for intraday trading?
1. It only allows one market/one model to be tested at a time.
2. It doesn't have portfolio analysis capability.
They are the major problems it has. There are add-ons to correct the above,
but they are clunky and the solutions are slow.
Unless you are running a portfolio of trading models on multiple futures
markets, you really cannot comprehend the fundamental and critical
importance of being able to see the affects your research has at the
portfolio level. The most obvious example/error that most people will make
is dismissing a trading model because it loses a small amount of money. On a
portfolio level it may have entirely different ramifications.
On a one market/one model basis though, Tradestation is an excellent
product, and in fact one of the best.
Adrian
-----Original Message-----
From: Leslie_George [mailto:Leslie.George@xxxxxxxxxxx]
Sent: Thursday, 11 September 2008 2:21 PM
To: omega-list@xxxxxxxxxx
Subject: Re: best testing software for intraday trading?
So having read all the comments on the subject, I ask: What is wrong
with TS8.x.
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