Strategy design and backtesting

C

cipherscribe

If you were an average coder, and were just starting to look for a platform to be able to design and test your strategies, which platform would you buy?

The ones I can think of:

Ninja Trader
Tradingblox
Amibroker
Tradestation
SmartQuant

Any of these, or is there another that you would choose as your new backtester?

I have one of these already, but I am thinking about changing due to the limitations.

Cheers,

Adrian
 
You don't have to buy NinjaTrader to do what you want, you can use it for free.
 
Quote from cipherscribe:

In what way?
More...

Well for starters its free & open-source. Second its totally flexible in that you can use any type of data you want - just convert it into their format. Third, you can test any type of strategy because you write the parameters.

There isn't a pretty GUI or anything but it does what you tell it to do.

To be fair I haven't used any of the other things you mentioned but I'm fairly certain that anything you are going to pay a subscription for is going to be somewhat suspect.

Where are you getting your data from? Do you need the subscription (or free tool) to provide the historical data? If that's the case then it changes things a bunch.
 
Quote from cipherscribe:

If you were an average coder, and were just starting to look for a platform to be able to design and test your strategies, which platform would you buy?

I have one of these already, but I am thinking about changing due to the limitations.
More...

I'm using NinjaTrader, because its free, easy to use, and I've found free data available. Which means I'm getting started sooner than later in developing strategies.

I have found issues with its backtesting (referred to as intrabar granularity problems), but as suggested, I've begun testing (backtesting and market replay) using a secondary time period (tick for me) for entries and, so far, I'm seeing more accurate results between the two. If the results are positive, I expect to being sim testing with a live data feed next month.
 
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