All - I need to know a good software package that has high speed backtesting capabilities. By high speed, I mean the task manager shows the backtesting software is using a lot of available CPU power. I need it to be symbol centric where a lot of symbols can be tested at once and not chart centric, one at a time, like Tradestation. I have a broker that works well. I just need software that has its own data for all symbols to backtest for tick to 1 day timeframes. Any suggestions?
couple of options... if you already have tradestation (not sure if you do from your post), you can get portfolio testing software for tradestation. if you want free multi-threaded backtesting that is multi-symbol and supports tick and bar data, and works with any broker... checkout tradelink. http://tradelink.googlecode.com it supports 6 brokers I believe at present and is open source. it doesn't come with data but you can record the data or purchase from cqg, or import from esignal or tradestation. If you want a closed source solution, neoticker is pretty all inclusive for $1500.