Best backtester and programming platform

Discussion in 'Trading' started by Donald Wise, Sep 3, 2009.

  1. I am currently a TS client. They have their own proprietary programming language, a Genetic optimizer, and reasonably good charting. Unfortunately, custom applications are interpreted which makes them slow, especially when optimizing more than 6 or so inputs, over several years of five minute bars.

    I like having a trading platform since I have many other tools available without having to provide any coding, but realize that using a one-size-fits-all approach does introduce performance bottlenecks. Does anyone know of a stable trading platform that provides hooks so that I can access all the platform tools, but still be able to write compiled code for backtesting? Better yet would be a platform that provides a native-machine compiler, hooks into their platform, a genetic optimizer, and a charting package all in one package.

    I am open to using a software toolkit, if it is complete enough to provide modules for each of the above functions (charting, backtesting, order execution and custom strategy development.)

    Your comments are most appreciated.