Top 7 Best Stock Backtesting Software+Trading Strategies
Forex Backtesting - MTRADING
How to store financial market data for backtesting by M ...
Historical Forex Data - Forex Software
Best Forex Backtesting Software for 2020
Download Free Forex Data – HistData.com
Beste Forex backtesting software MT4 - Trade Forex, CFDs ...
The Ultimate Beginner's Guide to Forex Backtesting ...
Q: Are you aware of any tools that can be used to compare the results of previously backtested strategies?
There are many tools online, such as TradingView, that allows users to write scripts or strategies to automatically buy and sell stocks or FOREX at certain times. These work on a variety of technical analysis indicators such as a combination of MACD, SMA, ext. Individually, they can be backtested on specific stocks by individually loading each one on a program like TradingView and comparing the returns (which is super annoying). I was wondering if you were aware of a website, or another tool, that compares all the strategies that have been developed by users on these platforms, and then ranks them according to those that have achieved the biggest returns? Kind of like a strategy screener and ranker. I am essentially looking to see if anyone has come across some sort of database that can rank and compare among the many thousands of strategies created by users available online. If you are aware of such a service, please let me know! If not, I am happy to consider creating one myself. Please let me know if you would be interested in such a project. TL;DR: Are you aware of a tool that automatically compares different backtested strategies to find the one that would have historically provided the best returns for a specific stock?
forexstrategydb.com/ - Forex Strategy Database (FXDB): Is an automated platform for generation and optimization of FOREX TRADING ROBOTS (also called as Expert Advisors). Its the largest portfolio os Forex Robots available online. It works 24/7 using machine learning to generate, backtest and optimize forex strategies, creating the most powerfull algo trader bots. Our competitors have systems that allow the user to generate robots, or download them for a fixed price. We by the other hand, do all the work for you, by backtesting against the most rigorous methods, optimizing, doing thousands of monte-carlo simulations using Tick Data, and offering to the user as SEASON PLANs, so the user will pay once, and be able to download and compare more than 200 thousands forex trading strategies. www.forexmachina.com/ - Forex Machina : Is a promotion website, to try to sell FXDB (Forex Strategy Database) with discount coupons.
My experiences of implementing an automated trading bot from scratch
A few weeks ago a friend of mine introduced me to Forex and I immediately wanted to implement a bot for it. I started to write a backtest + real time trading bot in Rust from scratch. I went with Oanda because it supports intra day forex data for the last 18 years (Although it is pretty slow). Ducascopy also offers intra day data which I use to initialize my database and Oanda only keeps it up to date. Also Oanda limits history to 5k data points per request. We currently concentrate on trading strategies for M30 only. We already have a few winning strategies, but the return is very very small. Manual trading at the moment is much more profitable. Running a strategy with a few indicators is relatively fast. M30 for the last 16 years usually only takes a few ms (single threaded). The API currently looks like this:
Electronic currency trading is fast becoming Forex Millennium Review a widely popular forex investment venture. This is where you use the Internet and a few software applications to go about your daily forex data providers are hooked up to an electronic forex trading platform. These providers send out forex data including historical foreign exchange information good for forex backtesting, alerts, signals and news. There are computer applications which can aid you in your trades. These have preconfigured systems which handle trade decisions and predictions based on its updated database of current forex information sent by the electronic currency trading platform itself or any of the forex data providers in its list. The built-in systems of these computer programs are also designed to interact with the decisions, trading styles and predictions of beta users, prioritizing stored user data with the least percentage of trade losses in comparison to its current forex database information. Also, most of these beta testers are popular forex specialists and investment advisers. To profit from your ECurrency trading ventures, you need to identify the best platform to use. Ask around for advice from your friends and colleagues with knowledge and experience in electronic forex trading.Also consult reputable sources of information about these platforms and software applications. These can include popular forex specialists, finance advisers and investment consultants. Make sure that your computer is free from malicious programs which can steal your private information. This can be a bigger problem, especially if your forex trading applications and the platforms where you go about your daily trades are compromised. You may not even know that your computer is already sending out confidential data, related to your forex trading ventures or otherwise, to predesignated servers, all while you're using these electronic currency trading platforms. https://discountdevotee.com/forex-millennium-review/
After 9 months of obsession, here is my open source Node.js framework for backtesting forex trading strategies
TL;DR There's lots more to the story. But the code is all open source now. Have at it. I'm too exhausted to continue with this. If you'd like more details, feel free to message me. If you happen to carry on with this project or use any ideas from it, I would greatly appreciate it if you could keep in touch on your findings. If anyone has any insights, please feel free to comment or message me. I've spent the last nine months working furiously on this. I started a project for backtesting strategies against data I exported from MetaTrader. I had a very powerful computer crunching numbers constantly, trying to find the most optimal configuration of strategy indicator inputs that would results in the highest win rate and profit possible. Eventually, after talking with a data scientist, I realized my backtesting optimizer was suffering from something called overfitting. He then recommend using the k-fold cross-validation technique. So, I modified things (in the "k-fold" forex-backtesting branch), and in fact it provided very optimistic results when backtested against MetaTrader data (60 - 70% win rate for 3 years). However, I had collected 3 months of data from a trading site (by intercepting their Web Socket data), and when I performed validation tests against that data using the k-fold results created from the MetaTrader data, I only got a ~57% win rate or so. In order to break even with Binary Options trading, you need at least a 58% win rate. So in short, the k-fold optimization results produce a good result when validation tested against data exported from MetaTrader, but they do not produce a good result when validation tested against the trading site's data. I have two theories on why this ended up not working with the trading site's data:
The trading site I collected data from uses Reuters data. The prices in the MetaTrader data I used are different from the prices in the the trading site's data. Basically the the trading site's data is offset and is slightly higher than the MetaTrader data (and there may be other differences). I suspect that the k-fold optimization may have produced a predictor that is tailored to the data exported from MetaTrader (data available here), but it does not work as well on the the trading site's data.
The script I used to collect data from the trading site disconnects from the trading site periodically for maybe 10 minutes every, and so when it does, the strategy indicator calculations used when validating against the collected data have to start all over due to gaps, and so potential trades are lost.
For the strategy I use the following indicators: SMA (Simple Moving Average), EMA (Exponential Moving Average), RSI (Relative Strength Index), Stochastic Oscillator, and Polynomial Regression Channel. forex-backtesting has an optimizer which tries hundreds of thousands of combinations of values for each of these indicators, combined, and saves the results to a MongoDB database. It can take days to run depending on how many configurations there are. Basically the strategy tries to detect price reversals and trade with those. So if it "thinks" the price is going to go down within the next five minutes, it places a 5 minutes PUT trade. The Polynomial Regression Channel indicator is the most important indicator; if the price deviates outside the upper or lower value for this indicator (and other indicators meet their criteria for the strategy), then a trade is initiated. The optimizer tries to find the best values for the upper and lower values (standard deviations from the middle regression line). Additionally, I think it might be best to enter trades at the 59th or 00th second of each minute. So I have used minute tick data for backtesting. Also, I apologize that some of the code is messy. I tried to keep it clean but ended up hacking some of it in desperation toward the end :) gulpfile.js is a good place to start as far as figuring out how to use the tools available. Look through the available tasks, and see how various "classes" are used ("classes" in quotes because ES5 doesn't have real class support). The best branches to look at are "k-fold" and "master", and "validation". One word of advice: never, ever create an account with Tradorax. They will call you every other day, provide very bad customer support, hang up the phone on you, and they will make it almost impossible to withdraw your money.
In my previous post, I started my ventures to make some money. So here's my progress:
Income Stream No. 1: Forex
The system failed and kinda blew my $100 deposit on it. What I've learnt is that:
the Parabolic SAR + MACD indicator has been making false entries because I made it that way (shows what a crappy MQL programmer looks like)
I didn't properly test this before starting.
There's a cheaper way to build my product without spending hundreds per month.
Did more reading and found that there's a better way to test, build and test again before I can begin selling signal subscription in the MQL market. My next step is to try and implement a Kumo Breakout with IKH. I'm keeping my strategies as simple as possible while the success metrics is that its self-sustainable on its own with less of my own intervention. I can simply test without having to go with a broker first to get my strategy working with quality data (i.e. without renting a VPS and downloading all of the data to my machine for backtesting). By utilising tickstory.com, I can just download all of the Dukascopy tick data and then back test from there. Of course, this is going to be different if I were to trade with a broker account because spreads. Will adjust later but for now, I have to focus on building my signal service.
Income Stream No. 2: Amazon
I have to cancel this and won't follow-through. Instead I'm moving towards Income Stream No. 3 instead. Problem was that I didn't find the time to contact suppliers and ask for rebranding or customization on interested items that I would to sell and resell on Amazon FBA. Family came first so... yeah...
Income Stream No. 3: SaaS
Good news, it's almost ready. Building a multi-tenant app with Django was very tasking on my time especially with the setup. I've had bumps in the past month with my machine not being able to load the configuration set up for my Postgresql Database. I was trying to build a High Availability Cluster set up but it took too long, so I'll have to build that part later. Deploying on AWS is harder than I thought though. Damn security groups, couldn't load properly. I guess I have to hit up Youtube tutorials on AWS for being such a noob. Bad news, is whats pending at the moment an activated Stripe account. I'm still waiting for my LLC to go through its approval process (registered with a Delaware agent) and should come at any time soon. Once I have an LLC registered, I should be able to apply for an EIN at the same time. So until that happens, I'll need to quickly build my SaaS app with a test Stripe account until it's MVP ready.
In the End
If at first you don't succeed, try again after you learn your mistake(s). Even if it means blowing your deposit and sacrificing sleep!
Experienced trader (power/oil/forex) looking for seat
Experienced trader seeking a trading position in ideally the PJM power market, but also experienced in trading ERCOT power, WTI oil, and all major forex pairs. Recently controlled as much as 20% of the PJM UTC market until a major player in the UTC market exited. Also will consider consulting / strategy / analyst roles. Experience working with: -Very large datasets -Very large portfolios (with respect to capital and # of trades) -Technical Analysis and Backtesting (invention of several new indicators) -Analysis Techniques (regression, neural networks, decision trees) -YesEnergy, Genscape, EnergyVelocity, EPA CEMS data, EIA 923 data, etc. -IT skills: C#, SQL, VBA, VB.NET, Excel programming and design, SQL Server database administration, many others.
What other useful Programing languages should I learn along side my college education?
A little backstory im nineteen starting out college at a local community one , Taking my first programming class this fall mainly teaching C++ and a bit of Java I believe. While im finishing up my Bachelors from the University of Houston around 2019, I also plan to receive my CCNA routing switching and teach my self independently instead of taking courses when I could be working towards my bachelors. My mentor recommended me to learn Python as well for the network engineering industry. I understand SQL / Database could be useful as well as I have a cousin who works for oracle in that field. I know I'm jumping into it a little too fast but I would love to hear any recommendations involving my career path and options I could take. I understand receiving an internship in the graduate portion of my education could be beneficial in securing experience and a potential job. I also plan to use what I learn to facilitate making my own projects and programs that function as automated traders on various instruments such as Forex and Cryptocurrency markets, with a backed portfolio of course and backtested data. I would love to hear various options as well as advice any person would be willing to share to a young computer geek. Tldr; want 100k job how do
Forex backtesting software is een programma dat historische koersen en gegevens gebruikt om opnieuw het gedrag van trades en hun reactie op een trading strategie te genereren. De test resultaten worden gebruikt om de effectiviteit van een bepaalde strategie te meten en te optimaliseren. MetaTrader backtest Forex. Download Free Forex Data. Download Step 1: Please, select the Application/Platform and TimeFrame! In this section you'll be able to select for which platform you'll need the data. MetaTrader 4 / MetaTrader 5. This platform allows the usage of M1 (1 Minute Bar) Data only. These files are well suited for backtesting trading strategies under MetaTrader 4 and MetaTrader 5 platform. Please, select ... After 60 seconds backtest completed and presented me with a list of every buy or sell trade and, of course, the drawdown on the portfolio chart that you can see above. You can click through to any trade to see the background to the trade, size of the trade, duration, and profit or loss. MetaStock harnesses a huge amount of inbuilt systems and Expert Advisors that will help you as a beginner or ... BacktestMarket provides high quality historical financial data for backtesting and analysis purpose. Intraday data for Metatrader, Ninjatrader and many other trading platforms This Forex simulation software is one of the best ways to backtest Forex trading strategies, both offline and online. By default, it is locked in demo mode. Reports on EA ( Expert Advisor) testing results have been significantly upgraded on MT4 recently. Traders can now analyse ratios such as the Sharpe ratio, the recovery factor, position holding times, and many other characteristics, over 40 ... Forex Traders Who Backtest. Now let's take a look at some Forex traders that I have interviewed that backtest their strategies. Listen very carefully to what they did and the types of systems that they tested. You will get some great ideas. Walter Peters; Chris Capre; Colin Jessup; Chris Lori; Alright, at this point, I hope that you are excited to get started. Let's start with the free options ... It is also very important the forex data for the backtest to be with the same timezone with our MetaTrader account. We usually use historical data from MetaTrader. However, when we need, we import better and longer data series. With good data, FSB Pro and EA Studio generate more robust strategies. Then we confirm the backtest in MetaTrader. We believe that only strategies that show good ... MT4 and MT4 SE backtest. Forex backtesting software works best if you have a database of prices. Furthermore, having a full history of economic data events could also be built in. Such data is widely offered by many vendors. Typically, it will have the daily low, high, open and closing prices, along with various Forex data for additional backtesting. MTrading trading simulator, lets you enter ... Each database is just a connection against a file. Hence, there is no reason to merge all assets in the same database. You can split each asset in one database file and rely on the filesystem. Moving files to different servers and doing a backup will be easier too. It will be become really difficult to deal with multiple assets per database in SQLite, it will require an additional index to ... If you’re looking for Free Forex Historical Data, you’re in the right place! Here, you’ll be able to find free forex historical data ready to be imported into your favorite application like MetaTrader, NinjaTrader, MetaStock or any other trading platform.. Since the data is delivered in .CSV format (comma separated values), you can use it in any almost any application that allows you to ...
How To Backtest An Indicator With Metatrader 4 - YouTube
Demonstrates how to back-test your Expert Advisers (EAs) in Metatrader 5 using accurate, quality tick data (NOT 1-minute data) in 4 simple steps. The test is... How to Backtest and download forex history data to you computer - Duration: 30:02. Fit Money Recommended for you. 30:02 "You Will Never Be Poor Again" START DOING THIS TODAY!!! - Duration: 10:17 ... In this video you can see how to backtest an indicator in the Metatrader 4 (MT4) platform. https://mql4tradingautomation.com/metatrader-backtesting-expert-ad... How to use Think Or Swim (TOS) for back testing trade ideas. This feature is PRICELESS... You can look for entry and exit points then apply your trade plan a... Demonstrates how to back-test your Expert Advisers (EAs) with Metatrader and get 99% modelling quality in 5 simple steps. The back-test is executed with qualit... Today we kick off #TheTradingEssentials Series, starting out with How I Backtest a Forex Trading Strategy in 2020... ----- Trading Platform I Use: https:... http://www.informedtrades.com/The next video in a series on trading forex using the metatrader platform which covers how to interpret your backtest results.