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Posted by trhudson on 02-04-11 03:59 PM:

Back-Testing via PHP?

How many people use methods other than the mainstream software packages?

I have developed a php/mysql platform and I am amazed at how fast it is. I designed it to give me all statistics as most software packages. Anyone see this as the 'way' of the future?

I have used excel in the past, but talk about SLOW!

Posted by Steven.Davis on 02-04-11 04:09 PM:

Did you design this platform to be run on your local computer only?

There are significant problems involved with making a website where people can back-test/execute their systems.

Posted by d08 on 02-04-11 04:30 PM:

Re: Back-Testing via PHP?

Quote from trhudson:

How many people use methods other than the mainstream software packages?

I have developed a php/mysql platform and I am amazed at how fast it is. I designed it to give me all statistics as most software packages. Anyone see this as the 'way' of the future?

I have used excel in the past, but talk about SLOW!


Naturally Excel and any spreadsheet software is extremely slow, I don't know anyone who uses a solution like that. If you think PHP is fast, try Perl and be amazed even more. PHP is more suited for web server based stuff.

Posted by trhudson on 02-04-11 04:40 PM:

Quote from Steven.Davis:

Did you design this platform to be run on your local computer only?

There are significant problems involved with making a website where people can back-test/execute their systems.


I developed it on a I server and it runs on the web. It was written in PHP and utilizes a mysql database and is EXTREMELY fast. The platform alone without making it look good can back-test about 40 years of data in about 30 seconds (actually much faster, but I am giving it a cushion). Making the output look good, takes a little bit longer.

What problems are you referring to in regards to back-testing?

Obviously, I could see there may be some issues in executing a system via an online platform. I will be adding a feature to my platform that will give a signal (via text or email) before the trading day begins. Since I use this for swing trading, I can generate a signal based on what happens during the day. The signal basically will say, if the market / symbol closes above / below ... buy/sell.

This method of back-testing is SO MUCH BETTER, in all aspects. Not to mention, I have modified it to back-test some intraday strategies, but I use my computer based platform for most of my intraday strategies. However, before I add a strategy to my platform, I will back-test a short period of time to see if it is worth adding...

Posted by Steven.Davis on 02-04-11 06:21 PM:

I haven't really heard a question. I take it that you are talking about daily-position trading.

PHP is a fast interpreted language. I have used Perl for back-testing before, and been pleased. I use C++/CLI and C# these days, but the important thing is your trading idea and business process. There are incredibly powerful tools out there. I have no doubt that these things can be done.

Posted by TheAngryHermit on 02-04-11 06:30 PM:

You could try Assembly Language. That would be the fastest way to waste your time.

Posted by Steven.Davis on 02-04-11 09:31 PM:

Ugh, let's not start-up another language war!

Let's all make some money!

Posted by nedhulton on 02-03-13 05:15 AM:

PHP/MySQL Backtesting

I am putting together a backtesting website currently. This will be a subscription based service. I want to make all the software available online to members of the site. I do not want them to have to download either the software or the data (partly due to licence agreements.) This makes PHP/MySQL perfect for my needs. If anybody has any information about backtesting applications written in this language then please drop me an email. nedhulton@hotmail.com

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