VBA for backtesting

Discussion in 'Strategy Building' started by Huskeez, Oct 17, 2013.

  1. Murray Ruggiero

    Murray Ruggiero Sponsor

    In terms of friendly language my TradersStudio Basic is very friendly. If Excel VBA and TradeStation had a child it would be TradersStudio Basic. In addition all the trading structures and functions are built in.
     
    #11     Feb 3, 2014
  2. SIUYA

    SIUYA

    years ago I had an Excel VBA portfolio back tester written.
    It has the advantages of being completely flexible and very easy to tweak different parameters and change variables etc.
    It is very easy to debug, track changes, and step through.
    It has the distinct disadvantage of being very slow in comparison.

    Ultimately a lot will depend on if you are doing this for fun or if time is a cost issue.
    If for fun - go for it, it will also teach you a lot about the mechanisms of trading and thought processes required and it can be done in vba though there are faster systems available.

    If its a time cost issue - spend the money on other systems and develop from there. These will depend on if you are testing a portfolio, or individual instruments.

    Alternatives might be - trading blox, traders studio, Right Edge.
     
    #12     Feb 4, 2014
  3. Murray Ruggiero

    Murray Ruggiero Sponsor

    If you want to learn more of what TradersStudio can do , you can visit TradersStudioBlog.com

    http://tradersstudioblog.com/

    We show many of TradersStudio's features and how to use them there.
     
    #13     Feb 4, 2014
  4. Murray Ruggiero

    Murray Ruggiero Sponsor

    If you want to see even more TradersStudio code, we have a column in Technical Analysis of stocks and Commodities written by Richard Denning for there traders tips section.
     
    #14     Feb 12, 2014