platform recommendation

Y

YossarianPaso

Hello folks,
first post, I hope you can help me.
I'd like to make my own trading system, but I don't know which backtest platform fits my needs.
Characteristics are:
- low number of trades during the year (think something like Meb Faber Tactical Allocation, where I change the portfolio composition and rotate the assets depending on rules)
- have embedded technical indicators
- should be flexible enough that I can enter external data to be used as signal (for instance, macro economic data pulled from FRED)
- therefore, should be flexible enough to manage conditions that are not just technical indicators signals (for instance: when ISM goes below... sell...)
- I don't need live trading
- if possible, should be able to handle bonds, not just bonds ETFs

The first that would come to mind would be ETFreplay, but I don't think it's flexible enough
Options that I see are:
- Zipline + Pyfolio
- Backtester
- Tradingview: in this case, I would use a strategy in pine script for each asset type, extract the results, and put them in some homemade portfolio assets allocator
- Quantconnect
- Quantiacs

For the last 2, I am concerned that after I spend time to figure out if they fit, they won't. The first 2 seem the best choice.

thanks!
 
YossarianPaso said:
Hello folks,
first post, I hope you can help me.
I'd like to make my own trading system, but I don't know which backtest platform fits my needs.
Characteristics are:
- low number of trades during the year (think something like Meb Faber Tactical Allocation, where I change the portfolio composition and rotate the assets depending on rules)
- have embedded technical indicators
- should be flexible enough that I can enter external data to be used as signal (for instance, macro economic data pulled from FRED)
- therefore, should be flexible enough to manage conditions that are not just technical indicators signals (for instance: when ISM goes below... sell...)
- I don't need live trading
- if possible, should be able to handle bonds, not just bonds ETFs

The first that would come to mind would be ETFreplay, but I don't think it's flexible enough
Options that I see are:
- Zipline + Pyfolio
- Backtester
- Tradingview: in this case, I would use a strategy in pine script for each asset type, extract the results, and put them in some homemade portfolio assets allocator
- Quantconnect
- Quantiacs

For the last 2, I am concerned that after I spend time to figure out if they fit, they won't. The first 2 seem the best choice.

thanks!
More...
I have everything you described already set up with my own trading using QuantTerminal.
 
Apart from the Bond, Arcade Trader has everything you need and the FREE account should be enough to cover all your needs. In the last month, I'm also using a new feature called "Portfolio Management" where basically I've copied ARKK composition and I made some customization.
 
Avoid online/cloud-based solutions. If the company goes bust you lose everything (e.g. Quantopian). Privacy of your algos is a concern. You should be able to own all infrastructure and feed it with your own data as required.

Some others of interest:

Backtrader (Python)
Amibroker
Realtest from Marsten Parker looks interesting too
 
I have used Tradingview with Oanda and I really like the customisable charts and the 25 indicators per chart option which I find pretty useful.
Tradingview has some really smart drawing tools, charts and indicators, but you can explore some other good options too. I’ve also been using Acttrader with Fxview for a while now and the platform is quite convenient for running automated trading strategies.
As I have been using a lot of different indicators lately as a part of my new strategy, I have been using this platform more. You can try various platforms to get a fair idea.
 
Thanks everyone for all the replies.
One big caveat I forgot to mention: I don't code. I used to, but I don't have now the time to learn Python or else, so my idea is to pay a programmer to do translate my ideas into code.
For this reason, it would be helpful to have a platform with a good community, where I can find help. Again, any suggestion where I can find a good programmer is welcome. Clearly I am not looking for some highly skilled quant. I don't mind about the privacy of my algo, I don't expect it to be revolutionary, main goal is to backtest my personal trading ideas.

Now, about the suggestions:
@lvca I've never heard of it, seems interesting. The Robot Strategies part would be perfect if it was more flexible (for instance: when external condition A + B occur, exit strategy X)
@jharmon I looked at realtest website, and I really like possibility to combine different strategies, but going back to my point, I would still need help (that's why I mentioned Zipline + Pyfolio, I would expect that there are some Quantopian exiles out there)
 
About ArcadeTrader you can write complex statements. I end up using Javascript as soon as the conditions get more complex.
 
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