Strategy testing

[trader47]

...In the eye of our every-busy lifestyles, I was wondering if anyone would be interested in a sort of strategy-testing service whereby you can send in your 'hypothesis' and it could be back/forward tested for you. It would be free, and obviously details would be kept highly confidential. I happen to have some time on my hands atm and want to start playing with a testing-framework and some models / ideas for trading strategies. Particularly portfolio-type strategies (e.g. statarb, etc) would be interesting.

If anyone has any thoughts on this (please keep it polite) perhaps we can have a constructive thread here with some positive outcomes!

cheers,
t47

 

[Kryzz]

http://www.aflwriting.com/

The link above is a good start. You can send in your 'ideas', and have code written in to amibroker for you, have never used the service before, but saw the link floating around ASF a while back and think it had positive reviews. (again, only for use in amibroker)


shaun.

 

[Timmy]

trader47, what would you be using to do this, amibroker, metastock/tradesim, or some other?

 

[overit]

I have something I would like tested for the forex markets. Not so much a strategy but part of a concept. I have had conflicting results from my google searches and dont have the computing skillz to code it myself.

I would like to know the statistical reliability (%) of the engulfing pattern for reaching 1:1+ return with stop placed at the bottom of the engulfing candle. (I can draw a pretty picture if anybody is interested.) Tested on the eur/usd, usd/jpy, gbp/usd and usd/chf. From between the times 600GMT - 2000GMT. Time frames 5min, 10min, 15min, 30min and 1hour.

I also have another more advanced concept I would like to try but I would be very appreciative if I could get this one tested or find out how one would go about testing it with limited coding skillz. Cheers!