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ACalhoun
Registered: Feb 2012
Posts: 2 |
02-27-12 04:52 AM
Hello ET world,
I'm looking for a software to create automated strategies and backtest them for a reasonable fee, preferably something that supports options, fx, futures and stocks. Anyone in ET world know of a software that also has money management options also?
Thanks and this is my first post!
Andy
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NetTecture
Registered: Mar 2009
Posts: 1010 |
02-27-12 07:12 AM
Quote from ACalhoun:
Hello ET world,
I'm looking for a software to create automated strategies and backtest them for a reasonable fee, preferably something that supports options, fx, futures and stocks. Anyone in ET world know of a software that also has money management options also?
Thanks and this is my first post!
Andy
What language? Willing to have the infrastructure for that? (you may need more than a cheap VPS to store data for a whole market).
I work on my own, but work is stalleddue to daytime work ;) And earning money. Anyhow, the market has nothing proper. There is free TradeLink (horrific codebase if you look into it - looks like assembler transferred to c transferred to C# in parts - but at least it is extensible), NinjaTrader (horrific approach to programming, not extensible in data feeds and broker interfaces, needs some third party libraries for sensible order handling or it may loose in flight executions). Some other commercials but I found nothing so far that I really like.
I would also love to have one that is:
* C# based
* Sensible programming model (do not force me to sue a retarded in application limited IDE when I have visual studio - follow normal programming principles)
* Sensible to deal with full market over extended durations
* Scalable backtest. At least use up all the cores in the machine I have there ;) And do not get in the way of trading wit hthe backtest (i.e. set those threads to a lower piority).
* Portfolio based testing and optimization.
* Ability to run multiple accounts at the same time, some of them simulator (.e. not have to start 2 instanfces for real trading and walk forward testing different strategies).
* Extensible both on feed as well as broker side. Or at least give me a sensible full Fix interface so I can put in a FIX bridge.
Any takers? ;)
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intradaybill
Registered: Feb 2008
Posts: 2962 |
02-27-12 04:21 PM
If you are looking for software to test your ideas there are cheaply priced excellent choices like Amibroker and free software like NinjaTrader.
If you are looking for software to create automatically strategies and their code, there are some alternatives also, some expensive and some lower priced
http://www.elitetrader.com/vb/showt...698#post2968698
I have several friends working for hedge funds and they tell me that they only use automated generation of strategies. Very seldom that they will test some idea someone came up with. It is just too time consuning when the computers can do the job.
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ACalhoun
Registered: Feb 2012
Posts: 2 |
02-27-12 09:04 PM
Thanks for the information all! This is a great and friendly forum. I did some homework and did see NinjaTrader which seems like a great option, I ran into a platform called QuantShare that has a sharing server and a social network, anybody tried this? It looks like it supports Options as well. Thank you for the link intradaybill, I will also take a look at Amibroker.
ZG, I'm looking to test both real time and EOD.
Appreciate the friendly advice.
Andy
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taowave
Registered: Apr 2006
Posts: 743 |
03-20-12 04:32 AM
I just purchased QS,and am also an Amibroker user.A bit early to tell,but I am impreseed with QS
Quote from ACalhoun:
Thanks for the information all! This is a great and friendly forum. I did some homework and did see NinjaTrader which seems like a great option, I ran into a platform called QuantShare that has a sharing server and a social network, anybody tried this? It looks like it supports Options as well. Thank you for the link intradaybill, I will also take a look at Amibroker.
ZG, I'm looking to test both real time and EOD.
Appreciate the friendly advice.
Andy
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