Backtester

Discussion in 'Programming' started by ajay2888, Sep 27, 2019.

  1. ajay2888

    ajay2888

    Hello,

    We have our own charting software and now we are looking for a back testing library. This library should be such that I can use in my own product with our brand name.

    For example fmlabs gives a library that can be used for back testing. However their product is old and has a few bugs.

    My program is being coded in .NET and any reliable library even if its commercial can do the job.

    Any help in this area will be appreciated.

    Thanks,
     
  2. gaussian

    gaussian

    Program it yourself, champ.
     
    d08, IAS_LLC, SteveH and 2 others like this.
  3. if you have a charting app, it implies you also have a DB? then why not code a backtester yourself as well
     
    SteveH likes this.
  4. ajay2888

    ajay2888

    I have Database and i also use FMLABS toolkit for developing algorithmic system. I do not have much knowledge about coding so i am looking for third party help.
     
  5. fan27

    fan27

    Perhaps take a look at StockSharp. You can buy the source code and use it in your own product.

    Why are you building a commercial backtesting application? What will your solution offer that currently existing ones do not?
     
  6. I could come up with a wish-list that the currently existing backtesting programs/sites don't cover.

    Main two things I miss:
    - Multi time frame testing without back-painting. So if the main chart is 5M but you use a signal from 15M as a filter the data coming from 15M should be the data as it was on the close of the 5M. Not of the close of the current 15M nor the previous close of the 15M
    - Graphical user interface to build a strategy instead of some code language.

    I have been looking for the combination above for a while now, but can't find it. Maybe in the REALLY expensive high-end solutions, but we are talking retail budget here.
     
  7. fan27

    fan27

    I know AlgoTerminal can accomplish your first item and I would be surprised if other platforms like NinjaTrader, MultiCharts, etc. could not.
     
  8. Inventor, meet the wheel... :D
     
    fan27 likes this.
  9. Ninjatrader and Multicharts don't do the trick. AlgoTerminal is new for me so thanks for mentioning it. The site doesn't mention any prices though; it says there to contact them for an offer. Any idea on what price we are talking about?
     
  10. That was kinda snarky. I do it too, 20 years ago I wrote my own option risk grapher because others I saw didn't do exactly what I wanted. I still use it. :)

     
    #10     Sep 27, 2019