This is the official page for my Python based TradingSimula-18.
Latest NEWS!
TradingSimula-18 [2024] is about ready to ship. Remember it doesn’t matter how good your simulator is if your data isn’t pristine. I designed TS-18 using data from Pinnacle Data and their CLC (continuous linked contract) format. Pinnacle performs rollovers and historic adjustments just like pros do. They use a specific day of the month to perform the rollover, just like I did when I managed futures accounts.
A TradingSimula-18 Wiki has been started at:
TradingSimula-18 Wiki — a user’s guide for George Pruitt’s python back tester (tiddlyhost.com)
I will be adding more and more documentation to the wiki so everybody can take advantage of TS-18’s powerful back-engine.
I have updated the data through the end of December 31 2023. Just replace the data in your TradingSimula18 Folder with the data files in this zip file. Unzip to a convenient location and drag the .csv files into your CommodityFuturesData folder. Remember this data is not the best but it will provide fodder for further research. Remember to buy your data at Pinnacle or CSI.
Thanks for working with TS-18.
Updated Continuous Data (Panama Adjustment) thru. December 31, 2023
Purchasers of my book will be able to download their software and data here. All of the algorithms described in the book are here too!
Latest Blue Book Edition
TradingSimula_18 [2022] – Trend Following Systems 2nd Edition – Blue Book
Download the zip file from the following link and unzip to a convenient location on your computer. This zip file also contains data through much of October 2022.
Latest version of TradingSimula_18[2022] Blue Book Zip File
The link to TradingSimula_18 Charting install executable is below:
InstallTS-18Charting executable
Legacy TradingSimula_18 – Orange Book Edition
Original TradingSimula-18 from my Trend Following Systems book and EasyLanguage. After you play around with this one go ahead and install openpyxl with pip – instructional video below and then replace your existing portfolio.py [rename to portfolioOLD.py first] with the portfolio module located in the zip folder at the bottom of this page.
Original TradingSimula-18 [Orange Book]
https://www.trendfollowingsystems.com/wp-content/uploads/2024/01/CommodityData.zip
I have updated the data at the end of Oct. 31 2022. Just replace the data in your TradingSimula18 Folder with the data files in this zip file. Unzip to a convenient location and drag the .csv files into your CommodityFuturesData folder. Remember this data is not the best but it will provide fodder for further research. Remember to buy your data at Pinnacle or CSI.
Thanks for working with TS-18.
TradingSimula-18 Using OpenPYXL
Remember to install the Python library openpyxl with pip first!!!!
If you want to see your Portfolio results in an Excel worksheet then you will need to replace your portfolio.py with this one. Remember to save your portfolio.py as portfolioOLD.ph first and then unzip this one.