Archives: worden

My BackTesting Engine Evaluation in 2007

April 9, 2009 | By JackieAnnPatterson | No Comments | Filed in: Backtesting Set Up.

Before starting the current round of major backtesting, I evaluated several tools to decide which to use.    This article shares the highlights of that endeavor and the main reasons for the outcome. TradeStation was my incumbent.  By 2007 when I made my last evaluation, I’d had a couple years of experience with it as a charting tool and a backtesting • Read More »

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How To Clean Price Data for Backtesting

December 16, 2008 | By jackieannpatterson | 2 Comments | Filed in: Backtesting Set Up.

Cleaning data for backtesting is not easy but its very necessary to get meaningful results.    Mis-adjusted price splits can skew the price data and mislead the unwary backtester into thinking they’re found the holy grail when the strategy merely happens to catch the good side of a bad gap. Here’s the steps to screen out dirty data and produce a clean dataset: 1. • Read More »

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