Backtesting Algo Site??

Discussion in 'Automated Trading' started by LiquidMike, Dec 7, 2020.

  1. Someone on here posted a website with backtesting software that they put together on a couple of different tickers; I was looking for the link to check it out, but can't find it. Obviously this email is bland with no more details. I think it was some type of AI... ?

    Does anyone know this link/site?
     
  2. lvca

    lvca

  3. It wasn't. Someone wrote some AI that goes through a stock history and determined which indicator settings were most accurate to predict the best entries and exits.
     
  4. quantconnect?
     
  5. I like to backtest my strategies till as far back as possible, but to get the best model for markets with microstructure effects, I am very careful about the software I use for backtesting. And speed is important for my strategy so I can’t really do it on Python (which I feel is better for simpler programs) but find C++ to be more suitable. Quantconnect is good too. After backtesting I always use it on smaller amounts across (ecn with variable spreads) and easymarkets (fixed spreads) and see how it goes. After all you know there is so much bias in backtesting so one has to try it out on a current scenario and then if it’s alright go ahead with the bigger trades.
     
  6. userque

    userque

    I once believed this too, about Python.

    Pandas, Numpy, Numba, JupyterLab, Cython, and Nuitka may change your mind as well.