Questions regarding Back Testing Software

This is a discussion on Questions regarding Back Testing Software within the Trading Software forums, part of the Commercial category; Can someone recommend software to use for Back Testing trading strategies... This is what I would like... (1) To be ...

Reply
 
LinkBack Thread Tools Search this Thread
Old Nov 27, 2008, 6:25pm   #1
 
3 Posts
Joined Nov 2008
Questions regarding Back Testing Software

Can someone recommend software to use for Back Testing trading strategies... This is what I would like...

(1) To be able to say to the software, "Go find every instance where a security has lost X% in Y days over the past 20 years" (for ex)
(2) Then ask it to show me what happened in the next day, wk, mth, yr, etc
(3) I'd like the software to come w/ the historical data so i don't have to track that down as well - at the least, i'd like it to have info on all US equities
(4) preferably, the historical data will go back 100 years (or at least a very long time)
(5) Looking to spend less than 200 USD total

I'm pretty new to this, so I don't need hugely complicated features - i'm more looking for software on which i can learn to backtest basic strategies.

Any/All suggestions appreciated... Thanks very much...
Aspirant is offline   Reply With Quote
Old Nov 29, 2008, 11:47am   #2
Joined Jan 2008
if you are trading enough shares per month, tradestation is free and has nice features for doing what you want.

I bet NInja can do it but you probably need to do some more programming
intradaybill is offline   Reply With Quote
Old Nov 30, 2008, 8:50pm   #3
 
3 Posts
Joined Nov 2008
Aspirant started this thread Thanks Bill! The thing is, I'm not trading any shares per month. At this stage, I'm solely interested in Back Testing some systems (hopefully I'll find something and move on to the trading stage). I'll check out Ninja.

If anyone has any other suggestions for Back Testing software, I would really appreciate it. I'm comfortable with some programming, I just want to make sure that before I head down the path of writing something myself, I've made sure it doesn't already exist.

I have checked out all the threads on Back Testing, it just seems like the suggestions are for people who are either (1) looking to do extremely complicated things or (2) looking for a trading platform/software package that ALSO does some backtesting
Aspirant is offline   Reply With Quote
Old Dec 3, 2008, 1:17am   #4
 
1 Posts
Joined Nov 2004
I use Amibroker - it is relatively cheap at around $179 (US) for an EOD package. I can do, I think, everything that you're looking for.

Data is a separate issue - AB does not come with data (most software does not). I don't know any vendor that goes back 100 years.

Trading Blox (Trading Blox) can also do most of what you're looking for, comes with data, but is out of your price range.
droskill is offline   Reply With Quote
Old Dec 3, 2008, 1:00pm   #5
 
3 Posts
Joined Nov 2008
Aspirant started this thread Thanks droskill... I've been doing some research and I was thinking I would go w/ AmiBroker... So, the confirmation from you is re-assuring... Thanks again...
Aspirant is offline   Reply With Quote
Old Dec 6, 2008, 12:22pm   #6
Joined Apr 2008
WORDEN TeleChart 2007 & StockFinder 4.0

For US stocks StockFinder does what you want.
Albert Carey is offline   Reply With Quote
Old Dec 10, 2008, 9:05am   #7
 
2 Posts
Joined Dec 2008
BackTestingXL

I have tried AnalyzerXL lately it's a group of Excel integrated technical analysis tool. very useful. There is BacktestingXL module in that package of products. I really like it. They also have sample strategies that can be downloaded for free. You should try it. Find it at Technical analysis software add-ins for Microsoft Excel. Stock quotes, free stock quotes, historical quotes.
jenya is offline   Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Similar Threads
Thread Thread Starter Forum Replies Last Post
back testing jd1888 First Steps 0 Sep 13, 2008 7:18pm
Back-Testing, Forward-Testing, Virtual-Testing (and finally make REAL MONEY!!) FOREX ozzymandius Trading Software 4 Jun 25, 2008 5:55pm
Back testing software? PKFFW Trading Software 25 Jan 21, 2008 10:27pm
Back testing using software ralts2001 Stocks 1 Nov 14, 2007 12:57am
Software for back testing systems? flymo75 Forex 6 May 25, 2005 2:11pm

Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)