Hi, I am looking for an Software to backtest and trade my Strategies. I am currently using OpenQuant but I am not satisfied. OpenQuant has fantastic features but there are some issues with System.OutOfMemory Exceptions which they are not able to fix. So the important points are: - It should be possible to code Strategies in C# or Java - Backtests with tick data over more than one year should work without problems and be accurate. The last point is the most crucial point. It seems that many developers of such trading systems trade funcionality against accuracy. For example OpenQuant: They say, to avoid memory bugs in their program, I should only use 1 Minute Bars and not trade data. But, as a consequence, stoplosses are traced against bars and not trades, therefore the results are useless because the best price within the respective bar is taken for the trade. And if I use trade data, I can only run backtests over 3-4 months of historical data otherwise I always recieve System.OutOfMemory Exceptions although I have 4 GB RAM and the taskmanager shows only 580 MB RAM used by OpenQuant process. So is there any Software which provides the same features as openQuant but without those memory issues?
FYI we've just added possibility to select number of points stored in performance time series in memory. This leads to significant improvements in memory consumption in case of tick by tick simulations. This feature will be available in the next OpenQuant release. Cheers, Anton