Sunday, June 17, 2007

Back Testing system with Vantage Point

we have 2 parts in this Back testing sytesm
a) UI to display all comparisioins - should we use Jfreechart or .NET (zwdgraph)
b) the back testing calculation -- this has to be in java as I am comfortable , it has algoritham/calculations and writes to mysql


VP BackTEST UI
-------------
- with this windows we may able to get good looking UI and easy options right mouse click etc. than java
- do backtest program and write results to mysql in java, then charting in .Net zedGraph
- all the money management and drawdown needs to be nice drillable graphs so .Net may be nice with out Java pale looking graph ..
- source code of this graphs looks simple and clean
- since we do not depend much on daily watching graphs since we go by mechanical trading signals we do not need jfreechart finalcial chart capability

VP BackTEST UI modules
-----------------------
0. have raw Vantage7 data in one mysql DATASET DB, the backtesting results will be in BACKTEST Db to make it modular ..
1. money management shown for back testing period 1 , 2, 3, 5 years for each stock
2. strategry module shows how each one RSI/Stoch back testing results with different parms ..
3. grahs of regular data ( triple EMA, black/blue line cross etc..)
4. intergrate with code ( can get from web) for calcuateing stock/MACD trigger lines, this we have to calculate vantage point provides Pridicted MACD and PStoch ..

No comments: