Hi, This is my first thread to Elite Trader, I hope this will be a useful thread for me and everyone as well. I am new at strategy trading and I have a trading system written on C# which gives buy and sell signals according to 10 parameters. The program retrieves the prices from a txt document. It is a very simple algorithm that gives buy and sell signals according to the last x previous bars' high, low, open and close prices. While writing the code on C#, I did not use any back-testing platform, therefore I created a results sheet which makes my code very slow. When I want to optimize (Simulate) my system according to ten parameters, the combination of ten parameters become very large and the program needs to be run for 30 days, which makes my code unfeasible for me. The program becomes very slow because it goes into lots of loops for calculating the sharpe ratio, drawdown, ulcer index etc for 20.000.000 combination of parameters. Can anyone help me on that which platform should I use to make optimization fast? I do not want to use this platform as an execution platform or charting , I just need a fast backtesting and optimization platform. I read about Tradestation, NinjaTrader, AmiBrokers, and C-Trader( Dr. Katz's platform, the writer of the Encyclopedia of trading strategies). Thank you in advance. Kind regards, Ersoy Kiraz
For fast Backtesting and optimization use Amibroker. It's array based language makes it faster than competitors.