System backtesting

[holysmokes]

Hi all, I'm interested in backtesting some mechanical systems based on SG stocks.

I have no issues with having to pickup a new programming language.

I can do with just EOD data. No need intra-day or real-time. The platform doesn't have to execute real trades.

But I can't afford hundreds of dollars per month type of platform like Tradestation or Multicharts.

I can't find MT4 or Mt5 brokers that got SG stocks.

Any one-time < $2000 SGD platforms to recommend?

Thanks.

 

[Yxy]

You can use this for SG EOD data : DataFolio SGX Free Stock Data

Amibroker is relatively cheap and has a very fast backtester

 

[supratentorium]

AMIbroker. I used it intensively in the past. It has a large user base which makes support easily available. It's cheap and the backtest speed are fast. Great documentation.

Data wise you can get a nice program with a one time fee that comes with an extensive database of SGX EOD data and you can run it at the end of every trading day and it downloads the data for all stocks into a folder from the SGX website. Then you can import it to where your program is.

 

[supratentorium]

You can use this for SG EOD data : DataFolio SGX Free Stock Data

Amibroker is relatively cheap and has a very fast backtester

You literally posted the same thing as me.
Cheers.

 

[Yxy]

Great minds think alike? Hehe

You literally posted the same thing as me.
Cheers.

 

[supratentorium]

Great minds think alike? Hehe

We are travelers that treaded the same path before

 

[chopra]

Hi, does it normalise XD XR etc?

 

[Sinkie]

Hi all, I'm interested in backtesting some mechanical systems based on SG stocks.

I have no issues with having to pickup a new programming language.

I can do with just EOD data. No need intra-day or real-time. The platform doesn't have to execute real trades.

But I can't afford hundreds of dollars per month type of platform like Tradestation or Multicharts.

I can't find MT4 or Mt5 brokers that got SG stocks.

Any one-time < $2000 SGD platforms to recommend?

Thanks.

you think will have people share with you their holygrail?

 

[supratentorium]

Hi, does it normalise XD XR etc?

I don't really know what is XD or XR. I am guessing this might be what might be looking for?

 

[peterchan75]

IF there is such thing as holy grail, those wallstreet investment banks or trading houses would have found it. They have the computing power and brainy programmers and ULTRA fast network accesss. Even a false tweet from AP would trigger a sell. With there high ego, they won't be shy in showing their insane profit.

BUT having a system with daily data and most importantly classify stocks into sector/industry will be an edge.

 

[stocklah]

you think will have people share with you their holygrail?

alamak he just asking for which platform to use, not strategy lah. y u so jumpy lol

anyway, there is no holy grail in trading but there are ways to make money.

 

[mir_ror]

But I can't afford hundreds of dollars per month type of platform like Tradestation or Multicharts.

....

Any one-time < $2000 SGD platforms to recommend?

Multicharts have a few licensing options, amongst them is a life-time license that costs ~1.5K SGD. I've paid for it but have still yet to test out their C# API extensively.

 

[holysmokes]

Thank you

I'll check out Amibroker, and multicharts - didn't realize got a 1 time version.

I've already bought DataFolio last year. Love it. Can't believe got such nice ppl. I've been writing some custom software using the data. But this approach is not practical for quickly backtesting ideas that pop to my mind.

For those who jumped on this topic misinterpreting my question, relax man. I'm not one of those idiots looking for holy grail.

 

[chopra]

I don't really know what is XD or XR. I am guessing this might be what might be looking for?

yup I'm asking that. looks really gd!

will try it!