Craig – For this study, I did the backtesting manually as it was easier – I was switching from TNA to TZA and vice-versa. And I had to pick new options as well.
But for backtesting strategies I use Amibroker, Neuroshell Trader and ChaosHunter. Amibroker (www.amibroker.com) is really cheap and is easy to program. There are already tons of indicators on the Internet and you can buy some sets as well. You can use the EOD quotes from Yahoo for your data or the IB feed (slow I understand) or IQFeed (expensive but what I use) for real-time data. All these software also make use (in different fashion) of neural networks.
November 20th, 2011 at 11:57 am
Craig – For this study, I did the backtesting manually as it was easier – I was switching from TNA to TZA and vice-versa. And I had to pick new options as well.
But for backtesting strategies I use Amibroker, Neuroshell Trader and ChaosHunter. Amibroker (www.amibroker.com) is really cheap and is easy to program. There are already tons of indicators on the Internet and you can buy some sets as well. You can use the EOD quotes from Yahoo for your data or the IB feed (slow I understand) or IQFeed (expensive but what I use) for real-time data. All these software also make use (in different fashion) of neural networks.