I've been backtesting and real-time testing formulas for the
mechanical systems in TDAmeritrade's Strategy Desk. What I've
found and been told by TDA is that the backtesting does not reflect
the real time trading and adjustments have to be made to the
formulas for real time. (i.e. if "x<y 1 bar ago" in
backtesting, it needs to be "x<y 2 bars ago" in real time.)
The consequence in trading 6 minutes (or 15 min) too early or
late can be huge!
If there is anyone who has successfully real-time tested
formulas in TDAmeritrade, I'd love to get a private message to
discuss. Or, if you tried another program (like Ninja
perhaps) that works better, please let me know. Thanks!
Mechanical Systems in TDAmeritrade
Posted by brelar on 28th of Dec 2008 at 12:40 pm
I've been backtesting and real-time testing formulas for the mechanical systems in TDAmeritrade's Strategy Desk. What I've found and been told by TDA is that the backtesting does not reflect the real time trading and adjustments have to be made to the formulas for real time. (i.e. if "x<y 1 bar ago" in backtesting, it needs to be "x<y 2 bars ago" in real time.) The consequence in trading 6 minutes (or 15 min) too early or late can be huge!
If there is anyone who has successfully real-time tested formulas in TDAmeritrade, I'd love to get a private message to discuss. Or, if you tried another program (like Ninja perhaps) that works better, please let me know. Thanks!
mechanical systems in TDAmeritrade Stratedgy desk or new Thinkorswim platform
Posted by 8898 on 28th of Aug 2009 at 08:40 pm
Need help with statedgy desk Formulas please
for SRS & FAZ 15 min mechanical systems.