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Currently I'm using the TradeStation with RinaSystems to make backtests on the baskets of futures. Can I make these portfolio backtests with NT, or would Matlab be a more practical journey?
Can you help answer these questions from other members on NexusFi?
Multicharts or Amibroker would probably be better choices than Ninja for portfolio backtesting. Amibroker is stable, fast, and cheap, and can do portolio backtesting acurately but is not as friendly to non-programmer users. Multicharts can use most easylanguage scripts which might be handy for you with your tradestation background.
Platform: TradeLink, OpenQuant, considering anything that works...
Trading: if it trades...
Posts: 94 since Oct 2010
Thanks Given: 24
Thanks Received: 39
I agree with Goldstandard somewhat.
You need to be careful with NT in that it doesn’t “natively” support portfolio testing. However, you can develop strategies so they enable portfolio testing. If your strategy really depends on be a portfolio system then you will need to model this in a particular way within NT.
what portfolio statistics does TradeStation give you? Or Rina Systems (I've not heard of that one)?
When I used TradeStation years back (v4) I exported the trades and imported them into my own app to crunch the statistics I wanted - in particular, account drawdown, inter-instrument profit & loss correlation, and optimal fixed fraction for money management.
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