What software is fastest for backtesting?

Discussion in 'Trading Software' started by maxpi, Oct 13, 2003.

  1. rickty

    rickty

    prophet,

    Does Matlab allow you to compile code, using their C compiler, which allows one to use their graphics library in a stand-alone software to plot bar charts, indicators etc.

    Richard
     
    #11     Oct 13, 2003
  2. prophet

    prophet

    Yes. I believe it's possible to write an entire charting and quant system backtesting and trading application using mostly Matlab code. However it may be leaner to use other libraries or direct WIN32 for the real time charting.

    From:
    http://www.mathworks.com/company/pressroom/index.shtml/article/118

    Features of the New MATLAB C/C++ Graphics Library
    The new MATLAB C/C++ Graphics Library is a collection of over 100 graphics routines contained in a single library that provides access to MATLAB Graphics and GUI functionality from user-written and commercial C and C++ applications. The Graphics Library allows users to:

    Generate MATLAB 2-D and 3-D plot types such as points, lines, bar, pie, polar, surface, mesh, contour, area, stem, and quiver;
    Use MATLAB GUI controls such as dialog boxes, radio buttons, menus, frames, list boxes, sliders, edit fields, and popup menus;
    Display MATLAB images;
    Display lighting and shading on 3-D surfaces;
    Rotate, zoom, and scroll plots; and
    Render with either Z-buffer or Painter's algorithms.
    With these additional Graphics Library features, the Compiler Suite offers a complete solution for transferring applications from MATLAB to C and C++.
     
    #12     Oct 13, 2003