Where to find a programmer to automatically backtest a system

[Laissez Faire]

It is very common for people who do not code to think that some random idea is easy to program even for backtest. One example a small mistake and logic will be looking into the future, which will show backtest results that will blow your mind and etc.

It takes time and great effort to code. Yes, “Hello World” program is easy, the rest…

I've spent a few years developing the 'stuff' I have in collaboration with programmers and it is indeed very time consuming, frustrating and labour intensive. I'm looking into re-writing it and making some changes, but just the thought of it now is a bit overwhelming as I know how painful it will be even with a blueprint in place.

I've considered learning coding myself, but I have no illusions of how time consuming it will be to get to a proficient stage.

 

[themickey]

Another suggestion, why not share the idea with one of the coders on ET.
Most old hand coders would be able to glance at your idea and tell you in 5 minutes whether your idea has merit or not without the need to code it and it would cost nothing.
The the best way forward from there would be to then test on a small position size.

 

[RedDuke]

I've spent a few years developing the 'stuff' I have in collaboration with programmers and it is indeed very time consuming, frustrating and labour intensive. I'm looking into re-writing it and making some changes, but just the thought of it now is a bit overwhelming as I know how painful it will be even with a blueprint in place.

I've considered learning coding myself, but I have no illusions of how time consuming it will be to get to a proficient stage.

my advice is to partner with someone. Learning basic coding is easy, but it take a long time to become really good like in any profession.

 

[Laissez Faire]

my advice is to partner with someone. Learning basic coding is easy, but it take a long time to become really good like in any profession.

Partnering with someone as in sharing my research/trading model and developing it together with a programmer for mutual benefit?

 

[dholliday]

It's definitely not that complex, please see my last post once it gets moderated.


Thanks for this useful input about databases etc, this is exactly what I thought about this morning. You need some sort of database.

You don't need a database. Save your data in CSV format.

 

[dholliday]

Hi guys,
I will try to keep this as concise as possible. I have a trading method which is as simple as "if price is moving confidently we take a position and when price is no longer moving confidently we close a position", there is a strict set of rules for "moving confidently". This is not the point of the topic so won't go into much detail.
I backtested it previously in a discretionary way (with slightly less strict rules) and it works.
I need to do an automated backtest of it, which I have already tried using Excel, but I quickly realized I won't be able to implement it efficiently due to lack of knowledge of things other than basic IFs, ANDs and ORs... Furthermore, Excel is very slow, even with what I have managed to implement so far.
I use a candle aggregation method to create more trading opportunities (where we use smaller TF candles to construct a variety of larger TF candles with different opening times, i.e. M1 candles to produce M5 candles opening at 9:00, 9:01, 9:02 etc) and so there is a lot of data as well.
Does anyone know where I can find a decent programmer who has background in trading as well? I have already had bad experience with a website called Fiver, got a full refund that time. I saw some people recommended upwork.com, but others were saying it is pretty rubbish for this kind of things. Any further advice on this?
Many thanks.

If you can't find someone to do this in a few months you can contact me, I may have time. I might do it for free but I could only give you results, not the code. My trading platform is meant for trading, not backtesting. I have written backtesting in it but the process needs to be simplified.
I use DTN/IQFeed so 1min testing data is no problem.

 

[Astrevea]

After going deeper into it, I have realised that Excel will be enough fortunately.
Does anyone know where I can download 15 sec/10 sec/ 5 sec historical data in Excel format? I know Dukascopy allows it, but once you go below the 1 minute timeframe, it only allows you to download data for 1 day at a time.
I have an account with IB and there is info that you can get historical data using their API, I am just looking at it now, but if someone has experience with it and can explain how to do it, I would really appreciate this.

 

[Astrevea]

Adding to the above post, the Dukascopy 15 sec data is also missing multiple 15 sec candles (within just one day), so won't be of any use.

 

[themickey]

After going deeper into it, I have realised that Excel will be enough fortunately.
Does anyone know where I can download 15 sec/10 sec/ 5 sec historical data in Excel format? I know Dukascopy allows it, but once you go below the 1 minute timeframe, it only allows you to download data for 1 day at a time.
I have an account with IB and there is info that you can get historical data using their API, I am just looking at it now, but if someone has experience with it and can explain how to do it, I would really appreciate this.

Excel may not work for you.
If using intraday data, that will be a lot of data going onto a sheet if you are thinking of accumulating multiple days.
Ok, if its just some columns of raw data, but as soon as you decide to add formulas to number crunch your data, the sheet will probably freeze due to overload.

 

[d08]

I'm always interested in doing projects like this but not for 2-300 dollars. It takes time to do things properly and optimise performance. Not to mention I would need to borrow from my own code the functions needed for many of the elements in the strategy.