I need an alternative to Excel for backtesting

Discussion in 'Strategy Building' started by athlonmank8, Aug 16, 2014.

  1. I feel like I've been reinventing the wheel all this time. I'm spending hours putting this stuff into spreadsheets.

    I have minimal experience programming
    I need a handful of variables backtested (most of which are combined in a single trade) however I don't know if/how I can express them in code.

    I'm at a dead end here. I'm curious what's worked best for you guys.

    I'm looking to optimize things here. No sense in spinning your wheels to be comfortable.
     
  2. I would give a huge vote to R.

    It's possible to transition to VBA/VB to leverage your spreadsheet skills, but learning R might be easier and a better investment of time.

    If programming is not your cup of tea, you could also save hours of learning by trying to develop ideas around a solid backtesting platform, like Amibroker. It still requires learning the Amibroker language, but might be a simpler way to execute your ideas. Already having an idea about what you want to accomplish gives you a huge motivational push to start attempting to codify and backtest your rules.

    Without really divulging your ideas, it's hard to really give a concrete answer on how to possibly express them in code. You could give a general idea to get more specific feedback.
     
    Last edited: Aug 16, 2014
  3. Six years on ET and still looking for a backtesting tool? No bull pls.
     
  4. Awesome. Thanks for the feedback
     
  5. How can you make it past the thread title and the content and still have no clue what the hell youre talking about?