Backtesting software

Commodity and Futures - Physical commodity and financial futures markets. 

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Subject Author Date
Backtesting software Ali Chambers 07-04-2006
Posted by Ali Chambers on July 4, 2006, 10:35 am
Hi,

I'm looking for a software program that will allow me to thoroughly
backtest several trading stratgies I have.

I would like the utility to scan through a list of, say, 500 stocks and
ascertain how profitable the strategy will be.

Rules would be, for example:

BUY SIGNAL: Wilder's DMI crossover and Wilder's Parabolic Stop &
Reverse change of direction

SELL SIGNAL: A trailing stop loss on the low of each day + an extra
0.5% of the shareprice for "leeway"

OR

SELL SIGNAL: Price crosses through moving average

I will be testing lots of different variations and combinations.

I already own esignal, so if there is a plugin for this, that would be
great.

Many thanks,
Alex


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