Backtesting Futures Strategies

J

Jaime

I am looking for a software package that can backtest futures strategies, including options, preferably multiple securities simultaneously. I have a Bloomberg (realtime) as well as Reuters Kobra and BridgeStation, so if anyone knows how I can use any of those, perhaps with some plug in to backtest that would be great. I have been using excel, but it is labour intensive and time consuming.

Ideally (as I am not a computer genius) it be somewhat user friendly, but I am not afraid to learn new programing skills.

I've been going through some of the old threads, but am not sure where to start. Does anyone on ET do a lot of backtesting for Futures and Options?

Thanks for the help,

Jaime
 
I was just talking to a colleague and aparently there was this old program that was very basic called systemwriter, it looks like it is not available anymore, does anyone know anything about this?

That sounds like the kind of system that I need.
 
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