Forgot to mention, you can also look on YouTube, searching for "Amibroker backtesting", to get an idea of the process. That, plus the manual, should give you a good idea. Amibroker is FAST compared to any other backtester you will find. The backtesting can be manipulated (on Windows) by a COM interface so it's like the old ActiveX days where Python, C#, etc can access Amibroker as COM objects to manipulate it. If you want to work strictly in C#, then there is a guy who has written a software layer in C# to more intimately work with Amibroker. His website is dotnetforab dot com. I have not used his software but it looks to be very complete.
I'm surprised this nice of a package doesn't exist in Python. I suppose Backtrader would be the equivalent.
Kevin —I believe you would agree that it is always better to be approximately correct than precisely in error...JK...
You may checkQuantpedia’s list of available backtesting platforms. The most expensive platforms are usually for professionals (Bloomberg, Reuters etc.). They have a lot of data feeds, and you will not have a problem with portfolios with stocks from all over the world. But cheaper options (like Amibroker, Tradestation, NinjaTrader, Quantconnect, Quantopian etc.) are usually sufficient for a retail trader … However, you will have a problem with those Asian stocks. There is no free backtesting tool that also has data for stocks from all over the world (Asia, US, EU, in one platform). So your problem is not to find a tool for backtesting, but to have historical data for all your stocks. Once you have data, there are many tools you can use.
You may checkQuantpedia’s list of available backtesting platforms. The most expensive platforms are usually for professionals (like Deltix, SmartQuant etc.). But cheaper options (like Amibroker, Tradestation, NinjaTrader, Quantconnect, Quantopian etc.) are usually sufficient for a retail trader …