Alsi Backtesting

[#1]

I'm looking for a backtesting platform for the Alsi (15min)...is anyone aware of a service that can provide that many thanks

[#2]

E signal, bit expensive though

[#3]

thanks frost. i'll have a look

[SimonPB]

why do you wanna back test? I found it a largely useless process, to many variables.
here's my method for 'testing' a system to see if it works .. http://www.justonelap.com/webinarDetail.asp?intWebinarID=24

[#5]

Simon, i have that webinar.... :) and a few others. thanks! i have backtested my system for the month of may but i still feel as if i need more info as to its drawdowns especially... am i being overly cautious

[SimonPB]

draw downs are a real issue and my method will not give you huge info on such .. problem with back testign is always 3 issues which you do not know .. spread, slippage and hence actual entry/exit price .. now they can seriously stack up and as such make the back testing much not use ..
my 5c ..

[#7]

one month wont give you reliable data to work on..easier way get 3 or more systems back tested on your month of may data, use these to paper trade for 3 months best outa the bunch u use..ie wont do it that way but like u said u dont have enough data to work with

[#8]

i actually compared my system to a 'popular' trending system over may and my system performed better even with way more trading costs. the backtesting is time consuming though...probably better to focus on trading it objectively and letting it play out over a decent run. are full mechanical systems better then part mech/discretionary systems for intraday trading.

[SimonPB]

trade is real small for a year or so .. that'll give you history than you can up the trade sizes there after .. of course discipline the key, otherwise you have no metric ..