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At 03:17 PM 2/24/98 +0000, ric ingram wrote:
>Hi,
>
>
>Backtesting
>###########
>
>While on the subject of trading software, has anyone good experiences of
>software for backtesting a trading system. This must be of common
>interest to many or all traders.
>
>Currently I use Excel, and it does the basics for one timeframe on one
>market.
>
>As it is not purpose built for backtesting a trading system, it will not,
>without specific coding, produce an analysis report on the drawdown
>distribution, capital requirements, margin requirements, equity balance,
> "z-score"...
>
>Also considering a different time-horizon or data for a second market
>requires some reworking.
>
>What do you use and what do you recommend?
>
>
>Regards, Ric.
>
>
>
Ric,
Don't know Tradestation. Telescan can allow you to express
a lot of systems and allows you to backtest. I think the
limit is 24 months back.
Pete
petena9090@xxxxxxxxxxxxxx
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