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There is a long thread in progress on this list about replacements for TS.
But these messages have been specifically directed to day trading. There
must be many like me who EOD trade funds and indexes and who's systems change
direction say between 5 and 50 times a year. Our needs are different than
commodity day traders.
What I am looking for is:
Good EOD charting like TS, but even better.
Can include system and its chartable indicators in same source code file.
Compress to show up to 10 years daily equity curve in chart window.
Variety of back testing and optimization options - normal and walk
forward.
Sharpe, Ulcer Index, and other summary built in reports.
Customizable built in reports.
Built in reports, commission and slippage allowance more oriented to
percentage gain/loss than to $ gain/loss.
Multiple data streams (like TS) for inter-market analysis.
Scroll through / backtest / optimize up to 50 years of EOD bars, up to
10 data series per system.
A darn good high level language with: subroutines and not just
functions; global variables; powerful like PowerBasic or TurboPascal;
not for novices.
Compile from ASCII source so I can use my favorite programmer's text
editor. I want to keep source files in ASCII and not have to copy -
paste to an oddball format like ELA - ELS.
Import EOD data from DialData. Any suggestions for better EOD data?
Import EOD data from ASCII files.
Faster optimization engine, and with more options than TS.
If language is not powerful or compiled code is not blazing fast, then
allow DLL hooks so systems and indicators can be programmed with
PowerBasic or other DLL compiler.
Switch between two securities based on position - example: SPY when
long and interest from a short term yield fund when not long.
32 bit program. Virtually no user code size limit.
No Y2K blowout in say year 2020.
Double precision float.
I deal with only a few dozen indexes and funds so don't want the
TS bloat of a security scanner or a server.
So, what are good TS replacements slanted to the intermediate term EOD
trader?
Barry.
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