Looking for advanced backtesting software

Discussion in 'Strategy Development' started by mikem8, Oct 17, 2006.

  1. mikem8


    I've spent time with eSignal and TradeStation. If they offer basic backtesting then I'm looking for advanced.

    What are the advanced backtesting systems? I'm looking for a system that has;

    walkforward optimization,

    the ability to 'batch process' numerous strategy backtests over multiple time frames,

    the ability to save all batch and or multiple test results for comparison and bring 'em up in a nice tabular sortable expandable tree view,

    the ability to select (or roll your own) optimization algorithym(s),

    I'm looking at SmartQuant and it looks good so far but I'm not yet sure how much time/effort it would take to roll my own apps with their api.

    I'm going down the list looking at all the software links I can find. I appreciate any pointers any one has to shorten my search.

    Surely this functionality exists in the institutional sw market. What are they? Does it exist between "retail" and institutional? Any others like SmartQuant?