Back-Testing via PHP?

Discussion in 'Strategy Development' started by trhudson, Feb 4, 2011.

  1. 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!
  2. 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.
  3. d08


    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.
  4. 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...
  5. 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.
  6. You could try Assembly Language. That would be the fastest way to waste your time. :)
  7. Ugh, let's not start-up another language war!

    Let's all make some money!
  8. nedhulton


    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.