Forums  > Basics  > Basic Platform stuff  
     
Page 1 of 1
Display using:  

talolard


Total Posts: 13
Joined: Jan 2010
 
Posted: 2012-07-23 18:11
Hey,
So I've lurked around here for on and off for a while. I hope somone might have some insight for me, and if I get spared the traditional mockery that's even better :-)
I'm a math student with an interest in trading. I've written a strategy on the NinjaTrader platform and have tested it on historical data and am quite pleased with the results.
The thing is, NT is a bit quirky, and I don't trust it as a testing platform( for instance no tick data back testing, unstable performance, poor account tracking ).
I'm looking for a more advanced platform which should have the following attributes:
1. Be accessible to me (I'm a student and have a students bank account)
2. Support realistic back testing, and paper trading (That means commissions, tick by tick, account details, margin etc)
3. Not too difficult. That is, I'f prefer not to learn the FIX protocol or something on that level if I don't need to.
I just saw tradelink, has anyone trade that?
So any input will be really apreciated. Thanks to all

jslade


Total Posts: 745
Joined: Feb 2007
 
Posted: 2012-07-23 23:55
R + quantmod + backtests packages should give you what you need. If you have an IB account, you could potentially trade from R as well.

"Learning, n. The kind of ignorance distinguishing the studious."

bluelou


Total Posts: 63
Joined: Jan 2009
 
Posted: 2012-07-24 15:47
@talolard
I just had this conversation on EliteTrader. I ended up learning quite a bit about tradelink from both fans and haters.

Here's the link:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=245828

For me, I don't think I can use open source like Tradelink w/o some kind of service agreement to assure broker connectivity, platform stability, etc. I can change the oil and battery and fix a flat but if the solenoid goes I'm phucked.

@jslade
Are you trading directly from R or is anyone else here doing the same?

Je suis ce que je suis, et c'est tout ce que je suis -Popeye

WayconKidd


Total Posts: 68
Joined: Mar 2010
 
Posted: 2012-07-24 19:54
Please also check out R's "quantstrat" and related packages. Pretty solid for backtesting. There's a group of us on Freenode, channel #R-Finance, that use it. Feel free to come hang out.

talolard


Total Posts: 13
Joined: Jan 2010
 
Posted: 2012-07-26 07:34
That's exactly what I needed.
Thanks to all three of you.
Previous Thread :: Next Thread 
Page 1 of 1