Accurate Backtest

Discussion in 'Trading Software' started by Tiki Torch, Jul 22, 2011.

  1. Brand new to EliteTrader with my first post.

    I am working on a strategy based on bar data but not using the closing values. I am looking for opinions on the most accurate backtesting platform to use that calculates price and indicator values on an intrabar basis and can be seen down to tick precision.

    Any suggestions from products you currently use?

    I am a spot forex trader with intermediate programming skills. Thank you!

    Tiki
     
  2. Hi,

    you can backtest with market depth (order book) precision with OpenQuant. Indeed you can backtest with ticks (quotes and trades) as well.

    Cheers,
    Anton
     
  3. Thank you, I will look into OpenQuant. Have you personally used the platform? How difficult is it to hook into a new broker?