|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|
Join Date: Feb 2008
Thanked 2,808 times in 2,293 posts
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.|
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