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How to Test FOREX Systems

Posted by at 8:23 AM Read our previous post

1. Open an account with TradeStation. This company was one of the first brokers to integrate trading system testing into their services. First, you program your Forex system into the TradeStation platform using their proprietary language called 'Easy Language.' Then, you select the Forex currency against which you wish to test your system. Within seconds, TradeStation provides a summary report of the total number of trades that met your system's criteria over the period of time used in the testing. It outlines the profit or loss of each trade and provides a total net gain or loss. If you are satisfied with the results, TradeStation lets you immediately activate the programmed system for auto-trading, if you wish, so it will trade Forex in real-time for you.
2. Test your Forex system with the 'MCFX' charting platform. Similar to TradeStation, MCFX is the Forex-only arm of the 'Multicharts' system for creating and testing trading strategies. MCFX offers years of backtesting data. You program your strategy into the MCFX platform using its 'PowerLanguage' interface. The system testing report offers features similar to TradeStation. This software is independent of any brokerage service, but you may integrate it with some partners of the firm to connect your trading system with a live Forex account for purposes of auto-trading.
3. Download a Forex historical pricing database and test your system with any spreadsheet application, such as Microsoft Excel or Open Office Calc. This may be more challenging for some individuals since there is no established Forex-specific feature set in general spreadsheet software. But if you do not want to open a new account or pay for backtesting services from TradeStation or MCFX, the added effort may justify this option. Only experienced spreadsheet programmers should attempt this, as you will need to translate your trading system into advanced formulas. You can acquire Forex historical data from a number of sources, including Gain Capital and Forexite.

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