agree fully, if you must get up and running quick then rather start profiling and back test strategies in R. Given most do not start out with tick based data, the memory limitations and fact that code in R runs MUCH slower than in compiled languages should not matter much. A lot better than using any backtesting retail package. "Hobby". Yes of course, anything is fine to serve a "hobby" but as you put it, to succeed well......
That is what I meant with stages.This also matches the TPL dataflow idea. But within a stage you are deterministic.
Why Amibroker with 1. take $$ 2. Limited AFL language, hard to find out how to do whatever but not Tradelink with 1. free 2. real C#, 1 of the most used programming language Welcome to take your time to explain We assume we are talking about someone takes trading seriously with complicated strategy but not very simple customized indicator.
If you don't like a software's own language then there is their free AmiBroker C/C++ SDK available for download! If one doesn't like C/C++ there is another AmiBroker SDK for .NET. BTW you clearly have no knowledge about the software so it's useless talking to a "knowitall" anyway. If you know better go to their Yahoo forum and try out your expertise there. ;-)
Hftvol, you have very good arguments in favor of professional-grade platforms, however, you are missing the point ... most ETers are not professional, merely trying to get their feet wet, discover and learn, and there is no point for that purpose to spend the kind of money required by a professional platform, and corresponding historical data. I will contend that most of the "random" results arising in backtesting with retail-grade platforms are self-inflicted, meaning result from programming errors in the strategy, rather than platform instability, and people would get same random results on a professional-grade platform. There should be a lot less bugs & much better turnaround in fixing them with professional-grade platforms, than with retail ones. Certainly Ninja doesn't fare well at all on that front, and needs at times quite a bit of sofware development to workaround their bugs, and for some other things just needs to be carefully used so to stay away from those bugs. J2ee, you have to be blind not to realize that NinjaScripts are plain C#, and that Microsoft .NET software components are available to be used in those "scripts". I know someone will come & say Ninja doesn't support .NET past 2.0, this I don't know, and to be honest I have not encountered any situation where it would make a difference for me.
You explain why you think creating our own system is the best solution over here but you didn't explain why you think amibroker is a good choice in your opinion.
ok so you agree AFL is limited too. I agree building own system is the best way but only if someone knows how to build a system very well. That is not even a normal programmer can do.