easiest way to back test

[Autospreader]

I am looking for the easiest/best way to backtest a simple strategy. I currently use IBKR and have dormant acct at Tradestation. Can someone point me in the proper direction?

Thank you

 

[Bob111]

define simple. imo-the easiest way is to do it manually. in excel

 

[drm7]

Tradingview has a free backtest engine that you can use for simple strategies on individual securities/contracts. However, you need to adjust for transaction costs and slippage, and futures contracts are not backadjusted (which throws off long-term results).

But...it's good for getting a result might make you look into a deeper, more realistic test.

 

[TradeFinder.net]

depends on strategy you want to backtest
and coding skills you have

easiest way - use excel,
for portfolio backtesting - amibroker, wealth-lab, multicharts are ok. (multicharts a bit slow in my experience).

 

[FreakofNature]

Easiest not necessarily efficient, Excel.

 

[bln]

I usually backtest using pen and paper. As long as number of trades are below 50 it do work fine. Enter data manually in Excel work too.

 

[SPYAlgoTrader]

QuantConnect, Quantopian

 

[MCben]

I do it on paper usually. But Excel can be a better choice for that.

 

[lovethetrade]

QuantConnect, Quantopian

That's probably the most efficient - Code it up in Python (which is what i'm doing at the moment). To test my system using Excel would probably take longer (although easier) so might as well continue to learn a language while i'm at it.

 

[Simples]

Why should it be easy? Not possible to specify unless you say what your backtest should consist of. Excel is free form enough for alot, but too functional for more flexible rules. My current choice is ruby because very little overhead on syntax/semantic rules, types and unnecessary dependencies in code. However not fastest running, need to avoid speed bottlenecks (ie. bad use of cs algos) and be a good/experienced coder.

If you dont want/can make your own backtest, how do you know what youre doing?

Now, best way is probably right in front of your nose, what best suits you now. Can always move on later after having learnt what you can learn. Its a fallacy thinking you should be stuck with your first prototype, but oh so tempting.