Backtester

trading_jean said:
I could come up with a wish-list that the currently existing backtesting programs/sites don't cover.

Main two things I miss:
- Multi time frame testing without back-painting. So if the main chart is 5M but you use a signal from 15M as a filter the data coming from 15M should be the data as it was on the close of the 5M. Not of the close of the current 15M nor the previous close of the 15M
- Graphical user interface to build a strategy instead of some code language.

I have been looking for the combination above for a while now, but can't find it. Maybe in the REALLY expensive high-end solutions, but we are talking retail budget here.
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You can do this in Sierra charts.
 
fan27 said:
Perhaps take a look at StockSharp. You can buy the source code and use it in your own product.

Why are you building a commercial backtesting application? What will your solution offer that currently existing ones do not?
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I have looked into it and it is in my preferred list. Problem with stock sharp is its very complicated and will have to outsource some to modify it according to my charting software.

My solution does not offer backtesting and optimization.
 
StockSharp's backtester is open source LOL. Just visit their GitHub. AFAIK they provide closed source only their connectors.
 
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