BackTesting - which program?

Discussion in 'Options' started by HWO144, Jun 30, 2010.

  1. Certainly. Specifically I'm looking for a platform which is able to process historical tick data from an outside vendor and perform backtests over this data set according to the trading rules which we program using either C++ or C#. Ideally, we would find a platform that could condition the historical data well enough that once we're finished backtesting, we'll be able to trade live within the same software on the same code. (without needing to re-write either for two different data inputs).
     
    #11     Sep 10, 2010
  2. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    NinjaTrader supports a point and click strategy construction and backtesting.

    More information - http://www.ninjatrader.com/webnew/trading_software_system_development.htm
     
    #12     Sep 10, 2010
  3. LeeD

    LeeD

    I guess this post in a different thread answers the question.
     
    #13     Oct 1, 2010
  4. Raver

    Raver

    Check out this software

    http://www.quanthouse.com/
     
    #14     Oct 1, 2010
  5. LeeD

    LeeD

    It may be good, but it is seriously outside of a "retail" price range.

    Raver, do you have any first-hand experience with software and data from Quanthouse?
     
    #15     Oct 1, 2010
  6. This is true, but honestly, I'm looking to enter the market in competitive ways which contain some barrier to entry and it you can get an advantage in overall system performance by simply putting a bit more upfront, I'll take it. :)
     
    #16     Oct 1, 2010
  7. Raver

    Raver

    I saw a demo of them and chatted with them for a bit. The program runs in visual studios and looked pretty good. I don't know c++/C# so for me to use would cost a year to learn c++ before I could start using it, if you already know it this software is the way to go.

    They don't provide data, you will have to buy it somewhere else.
     
    #17     Oct 1, 2010
  8. This is the retail product: http://www.smartquant.com/
     
    #18     Oct 1, 2010
  9. #20     Oct 2, 2010