By the way, for a long time I have not noticed what is going on under my nose. Каждый день пользуюсь терминалом Thinkorswim и только вчера обнаружил что в терминале появился довольно развитый системный тестер. Everything you need is there — draws equity below the chart, signals on the chart, transaction report, which can be exported to Excel and various coefficients calculated there. There is an easy-to-learn language for writing indicators and systems, as well as everything else. That's why, зачем теперь нужен TradeStation c Multicharts, if you have Thinkorswim with its unlimited possibilities — various scanners, мониторингами, алертами, charts, etc.. And most importantly, no adapters and data providers are needed now. — все котировки и charts American stocks, futures and options in real time and free.
This is what trades look like on the charts.:
And below the chart, you can place the equity of the tested system:
The report is still just in the form of transactions and the overall result. But there is the possibility of exporting to Excel with further conversion of the data into those coefficients, type profit factor, sharpe et al., which the user needs. Considering that the terminal is constantly evolving, then we can assume that in the future the reports will be no worse than in other programs. The report looks like this:
Scripting language easy to learn. Here's an example:
WealthLab, certainly, ThinkOrSwim Will Not Replace Due to Lack of Portfolio Research Opportunity, but he has already overtaken Multicharts and Tradestation by a head. At least, by the number of functions, and the quality of the backtest report is just a matter of time.
