Perl framework for back testing strategies

R

rgowka1

for the tech or rather perl savvy,
http://www.geniustrader.org/ has an open source framework to do

GeniusTrader aims to be a full featured toolbox to create trading systems. Powerful systematic trading requires several things :

* many indicators and corresponding signals
* money management rules
o deciding what is a reasonable amount of money to put on a single trade (to limit the risk associated to that trade)
o combining different values within the portfolio (to limit the global risk)
* flexibility to be able to test all combinations with the above items
* backtesting system with analysis of results
 
It is a very cool (solid flexible straightforward) framework. I'd like to see it only gets better as freewares.

The only problem that I feel is that it seems slow when being used to screen large amount of security data like S&P500.

:p
 
Quote from rgowka1:

for the tech or rather perl savvy,
http://www.geniustrader.org/ has an open source framework to do

GeniusTrader aims to be a full featured toolbox to create trading systems. Powerful systematic trading requires several things :

* many indicators and corresponding signals
* money management rules
o deciding what is a reasonable amount of money to put on a single trade (to limit the risk associated to that trade)
o combining different values within the portfolio (to limit the global risk)
* flexibility to be able to test all combinations with the above items
* backtesting system with analysis of results
More...
This is super kewl!!!!!!!!!!!

nitro
 
thanks. i am a trader and perl guru. i will look into it myself.
if i am too busy, i will hire a partime employee ($150 a month) for this job.
 
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