Whatever you execute on. Force historical data through your realtime execution program... or fork your realtime OMS into a SIM. Same thing.
Before you start to write your own software, check out Confidant. It's only on iPad, but it allows you to run custom backtests, without any programming. It also allows you to save and follow backtests that you like (in the form of systems) and view their daily performance collectively in a portfolio.
I am a sponsor so this is not spam You should take a look at TradersStudio. You can find out more at TradersStudio.com as well as our TradersStudioBlog.com, the blog discusses how to use TradersStudio so you can see what it can do for you.
I am sure many have said it before, so I just wanted to reconfirm that I believe (for good reason) that Wealth-Lab is the best. I am not a sponsor, may I still say it.
Hi - anybody have recent experience as a customer of TradingBlox? Is it still actively supported by the developer - is he active in the (private) support forum? Is there new functionality / upgrades (e.g. Windows 10 x64 support) being released on a routine basis? Is the user community (i.e. the walled-off portion of the forum) still active? The product still seems to be supported but the website is a bit stale/sketchy and little commentary relating to the product has appeared anywhere on the web as far as I know since around 2009, so just curious as to its status, particularly now that Mechanica seems to be stale, or perhaps abandonware? Heard somewhere that the developer/maintainer Bob Spear is dead, though I notice that he's still selling his product online ("New Feature in Version 3.2011! Full Windows 7 compatibility"). lol. Cheers, JD