Best way for a non-coder to backtest his trading strategy?

Tradex said:
I strongly suggest you backtest your system(s) manually, bar by bar, on charting platforms that provide historical charts/data.

Try the (free) FXCM Marketscope charting software for instance, you can go back in time (as far as 2000) and test your trading ideas directly on the charts, from the 1 min chart to the monthly chart.

I have spent decades testing my trading systems with this wonderful free platform.

Yes it's a Forex platform, but technical analysis principles work in any market, as you probably already know.

Plus I can assure you that you will learn TONS of things when you manually backtest a system, bar by bar.
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I agree entirely. I‘ve been doing this every night for some time, which started to pique my interest more and more in algos. Stay tuned.
 
torewy said:
agree entirely. I‘ve been doing this every night for some time, which started to pique my interest more and more in algos.
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Be warned that backtesting sytems, manually or automatically, can become extremely addictive.

And once you start there is no coming back, this activity will consume you and haunt you for life, as you keep hunting and searching for that elusive Holy Grail system...
 
ValeryN said:
The screenshot is not AmiBroker. This software is called "RealTest". It is not currently "easily" available to public, but if you really like the idea - try to contact the developer and see if he can give early access - https://mhptrading.com/realtest/

AB, on the other hand is available to public. I don't have any scripts for it handy to post a nice screenshot but you can look at their guide to get an idea - https://www.amibroker.com/guide/h_backtest.html. Syntax won't be too bad as soon as you keep things simple. Which in general is a good idea anyway.

Re optimization - any tool will support it at some extend. Both RealTest & AmiBroker have pretty easy way of defining parameters and running optimizations.

Benefit of AB is that is very generic. Is supports pretty much any method of backtesting you can imagine. But the drawback is - code will get complex pretty fast.

Ninjatrader and Multicharts are a viable choice for single instruments. Backtesting on a large universe of stocks would be at the best cumbersome and slow.

PS. You can check my journal to get a sense of what I am using RealTest for - https://www.elitetrader.com/et/threads/fully-automated-stocks-trading.346201/
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Does realtest do options as well or just stocks?
 
LiquidMike said:
Does realtest do options as well or just stocks?
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I don't believe there is any special support. Though, if you don't require special handling you might just treat them as any other time series. I never tried myself
 
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