Best Portfolio Backtesting Software ???

Discussion in 'Strategy Development' started by StockZGrabber, Oct 20, 2003.

  1. EXPERIENCE traders opinions REQUIRED:


    Could You tell me which software is best if I wanna get:

    1. RIGHT portfolio backtesting & portfolio reports (not like RINA products)

    2. Comprehesive, well-detailed system performance report.

    3. Comparison report between several systems possibility.

    Serious answers are greatly appreciated.

    SZG
     
  2. klev

    klev

    Not quite sure I can pass for an experienced trader, but I do get all of my backtesting needs from Stock Watch Pro ( www.crontech.com/swp ). The datafeed it's has the most extensive historical data I've seen so far...it goes way back when with no silly limitations.
     
  3. WL is the BEST! By far. Great support through their online discussion board. Reasonably priced. Good for both beginners and very advanced users.

    And no, I'm not affliated with them. Just a user. Started out as beginner in WL but progressing..
     
  4. I don't know it very well, but it's priced more competetively than WL and you get to try it for an unlimited period of time with some features limited, of course.
     
  5. Bob111

    Bob111

    100% agree
     
  6. murky

    murky

    The recent movement of Amibroker is heavily oriented towards systems people, with sorting & ranking of trades for backtesting being the most notable recent feature. The developer is developing multi-portfolio and portfolio balancing support in upcoming betas. It has all of the basic backtesting features already.

    It's lost on me unfortunately, as I'm just trying to be a wee discretionary trader. But I think Amibroker is great for its price, speed, user support and strength of its programmability.
     
  7. Glitch

    Glitch

    Keep in mind that WL just introduced automated trading in the most recent release. This is possible through Interactive Brokers (IB), but the product includes an open API so interfaces to other brokers could be integrated easily.
     
  8. Could You tell me which software is best if I wanna get:

    1. RIGHT portfolio backtesting & portfolio reports (not like RINA products)

    2. Comprehesive, well-detailed system performance report.

    3. Comparison report between several systems possibility.

    Serious answers are greatly appreciated.

    SZG [/B][/QUOTE]

    Check Out www.tradingrecipes.com
     
  9. cashonly

    cashonly Bright Trading, LLC

    Can any of these backtest on tick data?
     
  10. samaras

    samaras

    @ StockZGrabber
    That is exactly what I am looking for. Either I am blind but from my research Amibroker does not offer have of it. Loop thru 100 symbols and print the result is not portfolio testing.

     
    #10     Nov 3, 2003