Best Backtesting software?

I personally like Trading Blox.

Positives:
  • true portfolio testing
  • Monte Carlo analysis
  • Profit/loss based upon R multiple concept
  • full statistical reporting
  • extensive parameter stepping (though its easy to get carried away testing insignificant variations)
  • supports Metastock, CSI, and CSV data formats
  • extensive scripting language
  • scripting language well-documented
  • a new feature is automated EOD order submittal to IB
  • another new feature added is multi-threaded support (1-2 threads per core)
Negatives:
  • it's pricey (not a bad thing given how non-retail the
    software is
  • no trial/try-before-buying version
  • You'll need to buy the $4K Builder edition if you want to program your own "blox" (i.e code your own entry/exit/risk/money management routines)
  • slow when testing stocks. Need to break your list into multiple chunks or reduce your degrees of freedom to 2 at best
    can't test options
I haven't used Trading Blox since 2009, so I don't know the current state of the program.

AmiPro looks interesting. The new release apparently has multi-threaded/multi-monitor support. Download it and test it out.

If you like it, it's only $299. Not bad.

And no, I'm not a vendor of or associated with Trading Blox or AmiPro
 
Quote from Huskeez:

What are yours guys thoughts on some good software to backtest strategies on?

Cheers xxoxxo Gossip Girl
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Check out Mechanica as well. Although they don't allow you to demo the software, which I thought was a bit frustrating.
 
Quote from Gueco:

i have amibroker and quantshare, they are about the same price and quantshare is better
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Can you tell me the price of quantshare? And also, can it plot tick by tick charts?
 
I use WealthLab, not too pricey and works well for me. there is a test version which you can check out and see if you like it.

cheers
 
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