easiest way to back test

Discussion in 'Trading' started by Autospreader, Oct 16, 2016.

  1. userque

    userque

    Excel and Golang.
     
    #11     Oct 18, 2016
    Simples likes this.
  2. Simples

    Simples

    Thanks! My first use-case excuse to learn Golang! :D Have been looking for that..

    In terms of executing object oriented code and functional code, Ruby is faster than Python. Ruby edges out Python on the basis of average run time too.

    A bit surprised by this, thought Python was slightly faster, and maybe Ruby isn't as slow as I thought, even compared to C++?

    For beginners though, it depends more on your code and what CS algos you employ/optimize for, not on the language (for similar performing implementations of languages, ie. 4-10 X C-speed). I'm actually very OK with Ruby using more memory as a trade-off compared to Python (which I've never gotten into deep enough to appreciate).

    Good ending of that first article:
    Any programming language can be regarded to be the best, if the programmer knows what exactly are they accomplishing.

    Java not mentioned because of obvious reasons :vomit::p
     
    Last edited: Oct 18, 2016
    #12     Oct 18, 2016
  3. userque

    userque

    I think python can be much faster than ruby...depending upon what you're doing. (Numpy, Cython, etc.)

    Yeah, I'm just starting with golang myself. For me, I think it's best.
     
    #13     Oct 18, 2016
  4. An easier way would be by excel or manually by paper.
     
    #14     Oct 18, 2016
  5. The tool/language to do a quick back test is your smallest problem, the theory you need to know is a much bigger dragon.
     
    #15     Oct 18, 2016
  6. Simples

    Simples

    I see your point and have spent some time going through A Tour of Go (again, since I've forgotten most of it from before). Since text-only is a bit dry, this video actually summarizes the practicals pretty neatly, so I expect the transition to be pretty rapid, also because I now have the luxury of beginning from scratch again :p:)

    Golang do reinvent programming languages to enough extent I expect it to change the standards from the traditional C/C++ way, to more like the Go-way. Not sure if that is possible without using Go itself, so why not just start using it.

    This maybe not easiest language to start learning, but it may in time prove to become "best" (of most worlds). For someone starting up, I don't really think it's worse than C++ actually, and I started with that after Pascal and GW-BASIC.

    @panthers01 : So true. Focus on the tools will never solve much by itself. For the experienced a good tool is preferable though. I'm coming from Ninjatrader/C#-land + Excel, and frankly, the limitations are becoming too cumbersome to workaround. So need to restart from the very simplest beginnings, in something that truly allow for more flexibility. This is also the reason I needed some good reasons to start learning Golang, not just as a hobby to learn programming languages or like spending days tinkering with Linux distros.
     
    Last edited: Oct 18, 2016
    #16     Oct 18, 2016
  7. userque

    userque

    I agree. Golang is compiled like C++, but higher-level. It's "new." It's backed by Google. It can be used to code Android apps. It's almost as fast as C. It should get better with time (Libraries, etc.).

    Since I'll likely be coding my own algos, I don't need many (if any) ML libraries, but there is Golearn. https://godoc.org/github.com/sjwhitworth/golearn
     
    #17     Oct 18, 2016
    Simples likes this.