Where to find a programmer to automatically backtest a system

Discussion in 'Hook Up' started by Astrevea, Apr 2, 2022.

  1. I've spent a few years developing the 'stuff' I have in collaboration with programmers and it is indeed very time consuming, frustrating and labour intensive. I'm looking into re-writing it and making some changes, but just the thought of it now is a bit overwhelming as I know how painful it will be even with a blueprint in place.

    I've considered learning coding myself, but I have no illusions of how time consuming it will be to get to a proficient stage.
    #31     Apr 4, 2022
    ybfjax likes this.
  2. themickey


    Another suggestion, why not share the idea with one of the coders on ET.
    Most old hand coders would be able to glance at your idea and tell you in 5 minutes whether your idea has merit or not without the need to code it and it would cost nothing.
    The the best way forward from there would be to then test on a small position size.
    Last edited: Apr 4, 2022
    #32     Apr 4, 2022
  3. RedDuke


    my advice is to partner with someone. Learning basic coding is easy, but it take a long time to become really good like in any profession.
    #33     Apr 4, 2022
  4. Partnering with someone as in sharing my research/trading model and developing it together with a programmer for mutual benefit?
    #34     Apr 4, 2022
  5. You don't need a database. Save your data in CSV format.
    #35     Apr 5, 2022
    ybfjax and rb7 like this.
  6. If you can't find someone to do this in a few months you can contact me, I may have time. I might do it for free but I could only give you results, not the code. My trading platform is meant for trading, not backtesting. I have written backtesting in it but the process needs to be simplified.
    I use DTN/IQFeed so 1min testing data is no problem.
    #36     Apr 5, 2022
  7. Astrevea


    After going deeper into it, I have realised that Excel will be enough fortunately.
    Does anyone know where I can download 15 sec/10 sec/ 5 sec historical data in Excel format? I know Dukascopy allows it, but once you go below the 1 minute timeframe, it only allows you to download data for 1 day at a time.
    I have an account with IB and there is info that you can get historical data using their API, I am just looking at it now, but if someone has experience with it and can explain how to do it, I would really appreciate this.
    Last edited: Apr 6, 2022
    #37     Apr 6, 2022
  8. Astrevea


    Adding to the above post, the Dukascopy 15 sec data is also missing multiple 15 sec candles (within just one day), so won't be of any use.
    #38     Apr 6, 2022
  9. themickey


    Excel may not work for you.
    If using intraday data, that will be a lot of data going onto a sheet if you are thinking of accumulating multiple days.
    Ok, if its just some columns of raw data, but as soon as you decide to add formulas to number crunch your data, the sheet will probably freeze due to overload.
    #39     Apr 6, 2022
  10. d08


    I'm always interested in doing projects like this but not for 2-300 dollars. It takes time to do things properly and optimise performance. Not to mention I would need to borrow from my own code the functions needed for many of the elements in the strategy.
    #40     Apr 6, 2022
    ybfjax likes this.