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We are located in germany, these pages are a translated version of our german site. You may therefore find portions that haven’t yet been translated. Sorry!
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Feedback, Proposals, Ideas?
Send us an e-mail
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What it means
Backtesting in the context of equity trading means the application of precisely specified trading ideas to historical data. This way it is possible to determine what the exact results - trade by trade - of a trading strategy had been in the past, had it been applied rigorously and without change.
As an example, you can get answers to questions like:
“Would it have been profitable to trade 20-day-breakouts in the stocks of the DAX over the last 6 years?”. The DAX is the german big cap index.
(The answer is located under ‘case studies’.)
What you find here
These pages offer comprehensive information for newbies and pros in trading that would like to delve into backtesting of trading ideas.
As a service provider we also offer consulting and programming services, as well as a small portfolio of preprogrammed software for trading professionals.
Who can benefit from it
- Traders that want to know if a new trading strategy is profitable
- Experienced traders that want clarity by exact specification of their strategies
- Cautious traders that can increase their knowledge about their strategies’ risk
- Undisciplined traders that can profit from the precise orientation of a system
Head this way for our information pages..
..and this way for our services portfolio!
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Aktuelles:
[4.05]
Commodity Chart Gallery
[3.05]
New Backtest online
[3.05]
New Section “Tools” with Yahoo-InPlay-Scanner
[3.05]
Case study online:
20 day breakouts in DAX30
[March 21, 2005]
First version of Backtesting.de online
 Many sections are not complete yet, but we will keep adding content to the site!
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