"Software that *acumulates* RT data...."
Once again, no, not accumulates, but monitors.
Even though I think CatLady already came up with the solution, let's go over the earlier discussion a little more specifically.
I use MSWin end-of-day. And I use QCharts during the day to monitor. QCharts additionally has real-time TA, which I use (should use) for exits (and can be used for entry as well).
So, the MSWin program can, with proper system, isolate candidates for possible purchase (desiring to be long). But I wasn't expecting MSWin to tell me when to sell, since I decide that using QCharts.
But in order to back-test a system with MSWin, one must plug in some exit criteria. One can't just tell MSWin that you'll sell depending on signals from QCharts -- that doesn't make any sense.
So, if one would want to use MSWin, and back-test, one really must come up with an MSWin exit strategy, and plug *that* in. This would allow backtesting the system. Now, if results can actually be improved by exiting based on QChart RT signals, so much the better. But at least MSWin can back-test the system and give a baseline results estimate. And, as CatLady mentioned, that would be a good place to start.
Nicholas |
