Running Backtest In A Loop

I want to do backtests on forex.

Just want somebody to point me in the right direction (book, website) as all I want to do is test multiple strategies using c.

Used to do this in mql4 but that language is very limited.

On the web there is a lot of examples using mql4 and python but nothing for c.

I JUST NEED AGOOD STARTING POINT
 
There are systems out there that have robust backtesting capabilities- Amibroker, SierraCharts, Tradestation,etc . Most of them have built-in technical analysis functions like RSI, ADX, Bands,etc so you don't have to reinvent the wheel. Some require monthly subscription, some require you to open an account with their broker. I have been using Amibroker and paid a 1-time $350 license. As you evaluate these systems, keep in mind the data source as well- these systems have plug-ins from various quote providers.I've programmed in all of the above and as far as the Fx space, Amibroker has a custom interface where you can construct your own customized index which can be used as a trade filter.
 
Thanks for the advice, I appreciate it.
I actually do want to write this stuff from scratch (with libraries) as a learning curve.

Python has quite a huge forex library, does it make sense to learn using that library and then convert it to C++?
 
hein123 said:
Because what I want to do is run one strategy in a loop and increment settings one at a time to see what best settings could be used.
More...

Look up "optimization of trading strategies", and take it from there. There are many books, articles, and software packages. This is a big topic.
 
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