Which trading software allows portfolio backtest?

Discussion in 'Trading Software' started by mizhael, Feb 18, 2010.

  1. that's to say, backtesting a basket of stocks, etc. as a portfolio?
  2. TradeLink provides this for free in open-source model http://tradelink.googlecode.com

    neoticker also allows this in commercial model, as does tradestation if you buy a 3rd party extension
  3. Does TradeLink allow testing for time periods greater than one single day? My impression from the documentation is that it only allows playback for one day at a time.

    What's the best way for me to test a few months at a time? (My strategy is based over a few day period)
  4. yes the simulator supports this seamlessly with no issue.

    none of our commercial clients are doing this but there is a professional trader on the users list who I know is trading and backtesting using purely daily data as indicators.

    from him I know that if you are trading only based on daily data, your backtesting performance is better if you put all the data in the same file.
  5. amibroker $200 USD

    it does this out of the box

    And its fast, I can do 10 yrs of 500 s&p stocks in 1-2 minutes on end of day data.
  6. 9999


  7. i forgot about WL, it's good. it's think it's disappeared off radar a bit since fidelity bought them.
  8. mate41


    Anything linux compatible or java application ?
  9. msecrist


    I'm not sure if this is what you're looking for or not, but Thinkorswim now offers two kinds of backtesting. Their thinkback feature allows you to enter trades based on end of day prices and then you can move time forward to see what happens. The more interesting feature they just released is called Think OnDemand that allows for real time playback of trades so you can enter at a point in time during a partciular day, set up triggers, etc and test them on the fly. This feature is available to anyone who has a funded account at Thinkorswim. Check out the video demonstration at:
    #10     Feb 20, 2010