BackTesting - which program?

Certainly. Specifically I'm looking for a platform which is able to process historical tick data from an outside vendor and perform backtests over this data set according to the trading rules which we program using either C++ or C#. Ideally, we would find a platform that could condition the historical data well enough that once we're finished backtesting, we'll be able to trade live within the same software on the same code. (without needing to re-write either for two different data inputs).
 
Quote from HWO144:

Hi,

I want to back test some entry and exits, however I do not have any programming or visual basic experience, which it seems you need.

Can anyone advise a user friendly, program that would be suitable.

Thanks
Howard
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NinjaTrader supports a point and click strategy construction and backtesting.

More information - http://www.ninjatrader.com/webnew/trading_software_system_development.htm
 
Quote from RedEyeFly:

Certainly. Specifically I'm looking for a platform which is able to process historical tick data from an outside vendor and perform backtests over this data set according to the trading rules which we program using either C++ or C#. Ideally, we would find a platform that could condition the historical data well enough that once we're finished backtesting, we'll be able to trade live within the same software on the same code. (without needing to re-write either for two different data inputs).
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I guess this post in a different thread answers the question.
 
Quote from RedEyeFly:

Certainly. Specifically I'm looking for a platform which is able to process historical tick data from an outside vendor and perform backtests over this data set according to the trading rules which we program using either C++ or C#. Ideally, we would find a platform that could condition the historical data well enough that once we're finished backtesting, we'll be able to trade live within the same software on the same code. (without needing to re-write either for two different data inputs).
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Check out this software

http://www.quanthouse.com/
 
Quote from LeeD:

It may be good, but it is seriously outside of a "retail" price range.

Raver, do you have any first-hand experience with software and data from Quanthouse?
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This is true, but honestly, I'm looking to enter the market in competitive ways which contain some barrier to entry and it you can get an advantage in overall system performance by simply putting a bit more upfront, I'll take it. :)
 
I saw a demo of them and chatted with them for a bit. The program runs in visual studios and looked pretty good. I don't know c++/C# so for me to use would cost a year to learn c++ before I could start using it, if you already know it this software is the way to go.

They don't provide data, you will have to buy it somewhere else.
 
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