|05-05-2012, 08:17 AM||#1|
Join Date: Jan 2011
Thanked 2 times in 2 posts
Market Data and Slippage advice help needed
I have developed trading system that works great when back tested. However, once I put slippage the system does not work anymore.
How can I Emulate the same results that I get from the strategy analyzer (when slippage is turned off) into the real market.
All I want to do is run this system the same way as Ninjatrader sees it. So
1) where can I get supper fast Execution <- who offers it (hedge fund style)
2) clean data ( I want clean market data for ES mini. I dont want errors in my data)
Money is not an issue. please don't tell me it not possible ....It is possible it probably will cost a lot money but i am willing to spend it for this system.
To summarize, I just want to 100% Emulate what Ninjatrader does in backtesting into real time trading.
|05-06-2012, 05:23 AM||#2|
The only real use of backtesting is to isolate a POSSIBLY viable setup, and eliminate the no-hopers. If a system does not work in backtest, there is a probability, bordering on certainty, that the system will not work in live market conditions.
|market data, slippage, trading program.|
|Thread||Thread Starter||Forum||Replies||Last Post|
|Beginner Advice Needed||pswarts||Suggestions And Feedback||36||12-05-2013 12:33 PM|
|Help needed: script for Market Analyzer||by_maxxx||Market Analyzer||1||01-13-2011 09:50 AM|
|Seeking advice on Data Feed Limitations||skyholder84||Automated Trading||3||10-04-2010 06:58 AM|
|Brokerages w/ least slippage on market orders?||Dean Elphin Smith||Suggestions And Feedback||1||04-15-2009 10:21 PM|
|Modify Pivot Indicator Code, minor changes required. Advice needed.||suprsnipes||Indicator Development||3||03-04-2009 08:18 AM|