Great project!
Jon Berrojalbiz
via email
Congratulations on Algodeal, fantastic idea.
I have one question, is it possible to create and backtest intraday
trading systems on your tool? I mean for example a system that trades
the Dax future using 5 minute bar charts.
I have checked your samples and apparently all of them use daily bars. I
wanted to clarify before going more in depth in learning Market Runner.
Also I'd like to know if the backtests are done over the futures rolling
contracts or over the indexes.
Regards,
Jon.
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Support Staff 2 Posted by Alexandre on 17 Feb, 2010 06:14 PM
Hi,
Thanks for your feedback!
We are currently offering backtesting on daily data only, but our plan is to give access to intraday data in the near future.
You can safely have a look at how Market Runner is working since the principles behind the engine should remain the same between daily & intraday bars.
Backtests are done over rolled future contracts, to appear as a single instrument. We have a page to explain this a bit further here.
We would like to have this thread made public, since this can be of interest to other users, if you don't mind of course..
If you have any other concern or question, we're here to help.
Best Regards
Alexandre CESARI
Alexandre closed this discussion on 17 Feb, 2010 06:14 PM.
Jon Berrojalbiz re-opened this discussion on 17 Feb, 2010 06:25 PM
3 Posted by Jon Berrojalbiz on 17 Feb, 2010 06:25 PM
-----Original Message-----
From: Alexandre [mailto:***@tenderapp.com]
Sent: miércoles, 17 de febrero de 2010 19:14
To: Jon Berrojalbiz
Subject: Re: Great project! [Private Issues]
Perfect, all the systems I have coded are intraday, I will be porting some of them as soon as you have it ready.
No problem on making this thread public.
David closed this discussion on 18 Feb, 2010 08:52 AM.