Any good structure for a simple self-made backtesting platform?

No curve fitting is taking place.

 

Yes or no doesn't depend on you just say no.

 

Nice curve. Is it the results of backtesting + walkforward testing? If it is only backtesting results, then it is meaningless.

 

For example, I have backtest APPL stock from 1984 to 2012 (as shown). The returns is 20,000% including commission & compounding.



Nevertheless, I don't think I will be able to get that kind of results if I continue to trade the market. Reason is because it is backtest optimized.

 

Exactly. Even just walk forward may not be enough, show us more stats.

 

You sound like a good man.

 

you guys make this WAYY TOO COMPLEX. If your strategy has so many indicators that its too difficult to easily develop in C++, your system is not robust enough to trade profitably. Reduce the amount of your indicators, create a SIMPLE system, create a trading frequency and volatility you can personally manage, and then go trade. JEEZ...these posts are generally very far off the mark with what little needs to be done to test strategies.

The most successful trader in history developed their systems with OLD languages with punch card output. What makes you think just by having more complex tech you will surpass them as traders? This is such a common mythology ..I could go on and on and on...but few will listen.