Java Back Testing Platform?

Discussion in 'Strategy Building' started by greaterreturn, Feb 17, 2008.

  1. greaterreturn

    greaterreturn

    Does anyone use Java for backtesting? I want to automated my system and EasyLanguage just doesn't cut it for the nuances to the rules of my system.

    The code gets too spaghetti like in that simplistic language. I want to build my system in Java and backtest it on historical data.

    It Neoticker is an awesome solution, but, alas, it doesn't support Java. I'd have to revert to some kind of C# or C++ language which I left 10 years ago.

    I'd like robust system that offers portfolio testing.

    Any ideas or suggestions, please?

    Wayne
     
    #1     Feb 17, 2008
    Share
  2. shortorlong

    shortorlong

    I heard a few people talking about JSystemTrader.

    I am just rolling my own custom backtester in Java..
     
    #2     Feb 17, 2008
    Share
  3. greaterreturn

    greaterreturn

    I see your point. You're right. It would be rather easy in Java to just do one myself.

    On the other hand, it would nice to have something like MultiCharts of TS2000i that already has the fancy charting. I find it helps my backtesting to SEE each and every trade to see how I need to "tweek" my trading rules.

    I'm curious. When you say "rolling", does that mean you finished your or still in the process?

    I will research JSystemTrader more.

    Wayne
     
    #3     Feb 17, 2008
    Share
  4. Indrionas

    Indrionas

    I use JAVA and MS Excel only. Never have used TradeStation or any other third party software for my research. I have built data mining, statistical validation, intraday analysis and strategy backtesting frameworks with JAVA and use Excel for simple and fast operations like viewing data in charts, preprocessing it before use (sorting, filtering, etc.).

    The only other software I have is MetaTrader 4, but I don't use it for research, I only view bar and candlestick charts with it, but that's about it.
     
    #4     Feb 17, 2008
    Share
  5. greaterreturn

    greaterreturn

    Thanks, I'm examining NeoTicker at the moment. It's frustrating to have a learn yet another programming language. I already know about 16 in the last 20 years. *smile*

    However, it has all I need otherwise, so it will take very little code (even if it is in C#) to do my strategy since they already have components for money management, portfolio management, data storing and update, etc. It's on $49.99 a for the basic but I'll probably get the $100 a month version at the free trial.

    Wayne
     
    #5     Feb 17, 2008
    Share