Best backtesting optimization software?

Discussion in 'Strategy Development' started by TraderGreg, Jul 8, 2008.

  1. What software has the best backtesting/optimizations? I've been using NinjaTrader, but their optimization is severely lacking.

    For example, when I was optimizing a strategy on the Dow 30 "bundle" of stocks, it returned optimizations on each individual stock (showing very different results) rather than giving me the best combination for the stock selections as a whole. What offers this and how much do they cost? Thanks for your help!
     
  2. lindq

    lindq


    Investor RT at www.linnsoft.com

    Backtest portfolios with optimization.
     
  3. auspiv

    auspiv

  4. So, you are interested in doing some back testing and is looking for some ideas for the same. Please read the following threads, they might help you:

    http://www.elitetrader.com/vb/showthread.php?s=&threadid=104393
    http://www.elitetrader.com/vb/showthread.php?s=&threadid=108534
     
  5. MGJ

    MGJ