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Enterprise Edition

Extending the capabilities of TradeSim Professional, the Enterprise Edition of TradeSim is the most advanced system tester available. It combines true portfolio system testing with advanced statistical analysis as well as providing even more detailed analysis capabilities than the Professional Edition. With all of this capability the Enterprise Edition of TradeSim is unprecedented in its ability to thoroughly and objectively analyse the true potential of any trading system.

A single trade simulation of a trading system on a portfolio of securities will provide a lot of information regarding the performance of your trading system. However it is just a single snapshot of one of the many possible outcomes of your trading system.

When trading a system using a portfolio of securities the outcome is not unique due to the number of different permutations and combinations of securities that can be traded. This non-unique outcome gives rise to the need for proper statistical analysis in order to thoroughly evaluate a trading system. The Enterprise Edition of TradeSim incorporates proper statistical analysis through exhaustive testing using a Monte Carlo analysis approach aiming to evaluate every possible trading 'route' and then analyzing and correlating the resulting data. This is done by repeatedly simulating a trading system where each simulation uses a random selection of trades, which satisfy the trading rules. Although it is possible to manually run multiple trade simulations on TradeSim and analyze the resulting data the Enterprise edition of TradeSim automates the process for you and presents the results in easy to read reports and graphical formats.

The resulting in-depth trade analysis is like a 'footprint' or 'signature' of the trading system. It gives you a multi dimensional view of your trading systems performance. Rather than display a rats nest of equity curves overlaid on top of each other it makes more sense to do a proper statistical analysis and display the results in terms of frequency distributions of net profit, winning and losing trades as well as trade expectation if it is applicable to the position size model used.

TradeSim Enterprise will run a 20,000 simulation Monte Carlo test in 2 minutes on a T5500 Core 2 Duo. These are real portfolio backtests using historical data and not synthesized data tests. Our nearest competitor takes 23 hours to do this so that is why they avoid these tests and force their portfolio systems to produce a fixed outcome !! Read more about this here.

Our Byte Slice technology minimizes computer resourses and speeds up open trade plots by only loading one security file at a time. So it doesn't matter if you are simulating a 10 security portfolio or a 10,000 portfolio, your computer's resources are never taxed !! Our nearest competitors software has to load all data for all securities into memory before it can run a portfolio back test !! With 10 or 100 securities this might be OK but for a 10,000 security portfolio going back all of the way to 1950 this can easily inundate the most hardy computer setup !!

TradeSim Enterprise Edition Features

Contains all of the features in the Standard and Professional Editions of TradeSim as well as :-

Fully automated Monte Carlo and statistical analysis methods allow exhaustive testing and statistical analysis of a trading system at the portfolio level.
Parametric Sweep function allows the use of advanced statistical techniques not available in other back testing software in order to pinpoint optimum position size parameters.
Batch Sweep function allows the use of advanced statistical techniques not available in other back testing software in order to objectively compare trading systems and assist in conducting optimization procedures.
Comprehensive statistical summary reports.

Simulation Log displays a summary of the results for each trade simulation.

Advanced statistical analysis allows the results to be displayed in terms of frequency distributions thus providing a highly visual means of evaluating a trading system.
Fastest True Portfolio Monte Carlo Analysis in the industry.

Dynamic Position Size Selection allows the position size model and its parameters to be selected on a symbol or trade by trade basis thus opening up an infinite variety of modelling capability. TradeSim is one of the very few back testers that allows this level of flexibility and sophistication !!!

Composite Report Generator which allows a professionally composed report to be created which includes user selection of various reports and charts created during a simulation, Open trade charts or Monte Carlo analysis. This report can then be printed, copy and pasted into a Word document or exported as RTF, HTML and TXT formats.

Cleck here to see an example of the Composite Report Interface

Click here for an example of a HTML Composite Report

Open Equity Chart displays Open Trade Equity as well as Closed Trade Equity on a bar-by-bar basis for :-

  • All trades in a trade simulation or backtest.
  • Trades of a given symbol from the trade simulation or backtest.
  • Any individual trade from the trade simulation or backtest.

Open Trades Drawdown Chart displays Open Trade Drawdown on a bar-by-bar basis for :

  • All trades in a trade simulation or backtest.
  • Trades of a given symbol from the trade simulation or backtest.
  • Any individual trade from the trade simulation or backtest.

Open Trades Underwater Equity Chart displays Open Trade Underwater Equity on a bar-by-bar basis for :

  • All trades in a trade simulation or backtest.
  • Trades of a given symbol from the trade simulation or backtest.
  • Any individual trade from the trade simulation or backtest.
Open Trade Inspector displays all trades currently open at any date on a chart.
Stacking and Linking Multiple Charts allows you to view charts stacked on top of each other for more detailed comparisons.
Security Charts allow you to display trade data overlaid on a security bar chart as well as being able to display any security data.

The Enterprise Edition provides even more detailed analysis capability.