Best platform for strategy testing?

C

Cyph3r

I've parsed through quite a few threads trying to get more info on this, but maybe it's easier to just ask directly.
Using Thinkorswim for quite awhile, but have found it quite limiting for strategy (back)testing, auto/algo trading, etc. Need to upgrade!

For purposes of backtesting strategies, auto trading and similar, which platform is "best" in terms of 1) size of community and code/strategy samples, 2) power, and 3) flexibility. I'm a programmer, and have worked with enough languages that whatever language it uses isn't an issue, but prefer C# and Python. Not interested in custom solutions or RealTick.

I've heard many people mention NinjaTrader, TradeStation, Metastock, MetaTrader, MultiCharts, and Amibroker. It's difficult to get a feel for them without investing into each.

Maybe someone who has experimented with a few things before finding their solution can weigh in to elaborate. Thanks!
 
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Cyph3r said:
I've parsed through quite a few threads trying to get more info on this, but maybe it's easier to just ask directly.
Using Thinkorswim for quite awhile, but have found it quite limiting for strategy (back)testing, auto/algo trading, etc. Need to upgrade!

For purposes of backtesting strategies, auto trading and similar, which platform is "best" in terms of 1) size of community and code/strategy samples, 2) power, and 3) flexibility. I'm a programmer, and have worked with enough languages that whatever language it uses isn't an issue, but prefer C# and Python. Not interested in custom solutions or RealTick.

I've heard many people mention NinjaTrader, TradeStation, Metastock, MetaTrader, MultiCharts, and Amibroker. It's difficult to get a feel for them without investing into each.

Maybe someone who has experimented with a few things before finding their solution can weigh in to elaborate. Thanks!
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Ninja Trader. You can backtest your strategy on the platform for free indefinitely. Its language is its own flavor of C#. And it has detailed reports on backtesting results that is quite useful. Just DON'T pay for the platform for real trading. Its servers are highly unreliable for real trading.
 
JSOP said:
Ninja Trader. You can backtest your strategy on the platform for free indefinitely. Its language is its own flavor of C#. And it has detailed reports on backtesting results that is quite useful. Just DON'T pay for the platform for real trading. Its servers are highly unreliable for real trading.
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Thanks. great info. i was leaning slightly to NJ and TS already, simply because they seem to have large user bases.
 
I have used both NinjaTrader and Multicharts. NinjaTrader cannot backtest a portfolio of strategies which is a requirement I have. Multicharts is clunky when working with multiple timeframes in a single strategy. Currently, I am evaluating AlgoTerminal and plan to be running dozens of algos unattended. I cannot give it a full stamp of approval just yet as I have not done the live trading simulation against a paper trading brokerage account. I should know more in about three weeks.
 
Cyph3r said:
For purposes of backtesting strategies...
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InvestorRT at Linnsoft.com

Code anything without knowing a complex programming language. Backtest portfolios, multiple time frames, multiple instruments, run quote pages, systems, etc.

Simple example using their RTL language:

Buy at the open of a bar if it is lower than the close of a bar 5 bars ago:

OP<CL.5

Sell if the close is greater than a simple 10 period MA.

CL>MA.10

Gets as complex as you want, but remains clear as English.
 
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multi charts - because i came from tradestation and i almost hate multi charts now as much as i did tradestation but at least multi charts is 64 bit so it screws up faster.

oh and stay 3 or 4 updates behind so all the suckers can find the bugs in all the new releases, cause they will claim there are no bugs must be you.
 
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