Looking for a back testing library

Discussion in 'Automated Trading' started by winplusx, Jun 14, 2005.

  1. winplusx


    I am looking for a free back testing c/c++ library . Does any guy know about it?


  2. kut2k2


    Here's a book that does a lot of backtesting. Apparently he supplies pseudo-codes that you can probably easily translate to c/c++. I don't think there are too many generic backtests outside of proprietary scripts. I have one for a spreadsheet if interested. Good luck with your search.