Need Robust Backtesting Capabilities

Discussion in 'Trading' started by nklodowski, Feb 26, 2010.

  1. Hello,

    I would like to backtest a strategy, but I have not been able to find any way to do so. I was wondering if you could suggest a method to backtest that meets my requirements. Namely, I need to be able to create my own buy/sell signals based on complex statistical methods. I am looking for something that will allow me to implement statistical analysis as I want to, and I do not want to be stuck with their technical indicators etc. Most importantly, the program needs to offer statistical functions. Finally, I also need access to historical fundamental data for each day.

    I really appreciate any help anyone can offer. I have been trying to find something for two months and cannot. The only option I see is gathering the data from Bloomberg myself and writing a program in Java to backtest myself. Obviously, I would much prefer an easier method.

    Thank you,
    Nick Klodowski