HistoryMaker™

Metronome HistoryMaker™ is a powerful tool for stress-testing mechanical trading systems. HistoryMaker™ generates limitless quantities of time series data that are almost indistinguishable from the real thing. Applying these data to a trading system will provide a destruction test that will uncover its weaknesses before it is traded with real capital.

(Limited to 90 days data export)

The rationale behind this tool arises from the following issues that impact on the confidence one can have in the future performance of a trading system:

Recent Market Action (what happens when the music stops?).

There is only limited available historical data.

Monte Carlo simulation is a powerful testing technique that can be employed to determine bounds on likely future system performance.

Money Management techniques can be exhaustively tested and separated from the entry method.

How immune is a system to Dirty Data?

To understand further: See the description of the Parameters that may be configured. Then view examples of virtual data. And finally when you are satisfied that you should see it for yourself, download a trial copy of the software.