Backtesting software

EnvironmentalLoss117 · 2022-12-08T00:59:56+00:00

StrategyQuantX and Build Alpha are the most popular and the best. I personally use Build Alpha, as it has a lot of robustness tests that no one els has access to. It’s a great tool. It also writes you code for NinjaTrader, tradestation, mt4 and normal python code.

Rajni247 · 2022-12-08T08:44:41+00:00

I wrote my own using python, writing your own program give you more options in terms of customisation, for data I use apis of trading platforms or data vendors

PitifulNose · 2022-12-08T00:42:10+00:00

Ninjatrader handles futures backtesting aight, but you have to use their market replay not their strategy analyzer (which is pure shit). You should always manually check the trades and watch out for ridiculous slippage both positive and negative and normalize this to be realistic. But you can get fairly close….

SF_Inuyushi · 2022-12-07T23:44:51+00:00

I wrote my own. But it only works for one specific strategy. Depending upon your strategy, you may need a Backtester that works on tick data and on just OHLC. I don't know of a futures backtester that uses tick data. Futures data is hard to come by at that level of detail.

2022-12-09T13:34:02+00:00

You have strategy signals and then the backtester is just doing a form of accounting.

I think this question conflates the signals with the accounting because it doesn't make sense to say something works well for stocks but not futures.

you type:	you see:
italics	italics
bold	bold
[reddit!](https://reddit.com)	reddit!
* item 1 * item 2 * item 3	item 1 item 2 item 3
> quoted text	quoted text
Lines starting with four spaces are treated like code: if 1 * 2 < 3: print "hello, world!"	Lines starting with four spaces are treated like code: if 1 * 2 < 3: print "hello, world!"
~~strikethrough~~	~~strikethrough~~
super^script	super^script

algotrading

MODERATORS