Best supported software with backtester

Discussion in 'Trading Software' started by asenft, Jul 31, 2005.

  1. If you are more a software developer, and can deal with C#, QuantDeveloper is a very interesting tool. It is still in Beta though. It isn't for the faint of heart, but once you've figured out how it works, it is quite powerful.

    QuantDeveloper can run with live as well as historical data. It deals with bars, quotes, and trades. Entry / Exits, money management, and risk management are covered.

    Once you've built and testing a trading strategy, you can black box it, and turn it loose.

    If people need help with customizations, or getting started with it, I can help out.

    It has a bit of learning curve, but, give it a try. Good luck.

    Ray.
     
    #11     Aug 24, 2005
  2. brandnew

    brandnew

    QuantDeveloper is a very difficult IDE to use. Look at many strange toolbox windows which dock here and there. :D
     
    #12     Aug 24, 2005
  3. Yep, as I mentioned, QD isn't for the faint of heart. It takes some poking around and visits to the forums and viewing the API's and lots of guessing to figure things out. Documentation is work in progress, hence everything is still Beta.

    A good starting point is to take a look at the solutions then look at the API, then try to run some simulations with the supplied test data.

    Have fun!
     
    #13     Aug 24, 2005
  4. Whimsy

    Whimsy Guest

    Quant Developer, like its underlying platform, Quant Studio, is very powerful. However, its documentation (or lack thereof) is the worst I have seen in a package selling for almost $2,000. QD sell for close to $4,000.

    If you go through their forum you will find answers if you seek/ask questions from a programmer's perspective. The actual documentation is either incomplete or missing altogether. They promised good documentation for QS over a year ago and it still has not been delivered. The reason Quant developer is still in Beta is that the documentation is still in Alpha, if that.

    All that said, download a demo copy of QD. It will not cost you anything and will probably remain in beta thru the end of the year. It is powerful, you just need more than average programming skills to work with it - due to the fact that they don't seem to have the money to hire and keep good software documentation writers.
     
    #14     Aug 24, 2005
  5. If the documentation in the Beta version is an indication of what it will be like then I wouldn't worry too much about docs when it goes live. Glancingthrough the API - this is good stuff!

    Has anyone tried this with TT API? Has anyone actually used it to trade strategies live? What was your experience?
     
    #15     Aug 24, 2005
  6. Try Strategy Runner API

    It is based on C++ and Pro systems developers use it,

    documentation isn't the best , but when looking for the most powerful API that offers server based execution (systems are running from servers in the FCM facility) its first class.

    not everyone can drive a F1 care and most will settle for driving a mustang , for if you want to trade with the big boys (SR API is used by Hedge funds and CTA's) I suggest to give it a test run (For Futures)
     
    #16     Aug 24, 2005
  7. The $3000 development fee is a bit steep though, or did I read the wrong thing? I also note that they don't connect to IB. Any idea why?
     
    #17     Aug 24, 2005
  8. Thanks for the info on Strategy Runner. Do you know what execution feed it is using? How about market data?
     
    #18     Aug 24, 2005
  9. brandnew

    brandnew

    StrategyRunner is extremely expensive!
     
    #19     Aug 25, 2005
  10. How is it expensive? I called a brokerage firm today to find out more and total commissions is $5 to $6 per roundturn traded.

    I did find out it only connects to PATS. :(
     
    #20     Aug 25, 2005