Recommend Backtesting Software Using SQL Database

Discussion in 'Data Sets and Feeds' started by luciusism, Jun 19, 2006.

  1. luciusism


    Is there such a thing as a backtesting software that can use a SQL database for its quotes data?

  2. I've never seen one, but you could write a static data adapter for Wealthlab (if you're a fidelity customer -- or you live outside the US).

    I use a SQL DB for my real-time quotes from IB (to store the ticks and convert them to bars) and it's not bad, but I think there are definitely faster ways to do it.