How to learn to code a "system" to backtest

Discussion in 'Strategy Building' started by jrlvnv, Jan 6, 2011.

  1. A friend of mine has recommended the Trade Station and its "Easy Language", any comment for this ?
     
    #21     May 31, 2011
  2. Eight

    Eight

    I've worked in Tradestation environment, Ninjatrader, OpenQuant, Sierrachart, Excel... for a beginner Ninjatrader is so well documented with examples of every single bit of code they provide... I'd start there really... and they have the "event driven" thingy going...

    Event driven coding is a breakthrough really. Auto trading is such a specific task that it's the best way to organize a script... OpenQuant originated that afaik but Ninjatrader picked up on it... OpenQuant has more events in it's list, it's hard to imagine how any detail could go overlooked...

    Documentation is sorely missing with OpenQuant in comparison to Ninja, I would want to be a C programmer before I went into Openquant territory...

    Excel just isn't made for realtime things, it was a huge pain in the ass when I tried trading with it but that was 10-15 years ago.. nonetheless I doubt that any version of it will ever be optimal for realtime..

    Sierrachart has a built-in spreadsheet for writing indicators and systems if one just has to have a spreadsheet format...

    I've looked at AMIBroker but never did much with it, if there is detailed documentation with examples I'd go with them, in fact that is my plan if I exhaust the capabilities of my current chart package of choice... The broker interfaces of some of the available charting packages are not as feature rich as the one with AMIBroker...

    I ran into dead end after dead ends that caused me to change charting software so many times... I have a feature and problem database that I've built over the years for comparison of all the capabilities of each trading package I've worked with... I wonder what that might sell for and what venue I could use to have DRM and all that...
     
    #22     May 31, 2011
  3. Exactly ArbitRAGE :cool: :D :)
     
    #23     Jun 6, 2011
  4. Thanks for your informative post, Eight :)
     
    #24     Jun 10, 2011
  5. Gyles

    Gyles

    Your post well explained the features of the above software. Would it be possible for you to document your experiences in the following thread: "Deciding on a Backtesting and Trading Platform" for the benefit of all the members?
    By the way, have you tried TradersStudio?
     
    #25     Jun 17, 2011