I'm writing my own, and will love some ideas to reverse-engineer from.
- What features would you find useful for a backtesting platform besides the typical ones, e.g. found on NT, MultiCharts?
- I've noticed a few old posts from others who were planning a similar pursuit, but no follow-up. Has it been successful for you guys?
- How are you storing the data? Are you extracting real-time it through an interface with a feed, or writing data from the feed into a flat file or database, then importing from the said file or database?
- What languages are your platform written in and were you able to run optimizations faster than NT or MultiCharts?
(PS: I'm not a vendor. Unfortunately, I don't have the patience or skill to put together something user-friendly.)