Perhaps I'm missing something, but how does an IDE suddenly qualify as a backtesting platform? At least w/o a lot of blood, sweat, tears, money, irritation, annoyance, hair-wringing, cursing, pizza thrown against the wall, soda thrown at the cat, etc, etc, etc....
Openquant is the best I've used.. I've used a few others and always found reason to not trust the results.
Deltix, hands down, is the best I've ever used. Outside of some custom development I've seen at a few hedge funds, it is the best commercially available on the market today. Just started using it recently and man is it powerful. but comes at a price. not for pikers or basement dwellers.
Have heard great things about Deltix too. Can you do any custom stuff with it? I want to be able to hook into the market data replay engine and be able to output diagnostic data directly onto charts in the form of graphical markers. Any idea if this is possible? Obviously I could get on the phone to Deltix themselves but I'm more interested the experiences of an unbiased user of the product.
better than RTS suit of software? better than Xtrader for execution? have no experience with Deltix but have heard good things about it.
My 2 cents.. I don't think there's any reasonable pre-packaged solution, you'll inevitably be held back be held hostage by whatever the software developer decides to support and not support. And if you're doing anything serious, it will happen sooner or later. The question is actually non-trivial with no real clear solution. Assuming you're executing through an ATS, which would presumably be written in a proper programming language, you'll want your live trading code to replicate your backtest code. So one way to do it would be to code your entire backtesting engine into your production ATS (like some are hinting to in here.. VS20xx/eclipse). The real issue there is it's going to take you forever to get anything done due to lack of libraries. Now you could certainly backtest using either R or Python/numpy/scipy/pandas, but then you lose integration with your ATS. I personally use R w/ report generation which matches up with reports generated within my ATS (java).