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How to develop your own backtester in C/C++ or C# ?
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How to develop your own backtester in C/C++ or C# ?

  #1 (permalink)
Trading Apprentice
Lalin Pontevedra Spain
 
Futures Experience: Advanced
Platform: Ninjatrader IB
Broker/Data: Interactive Brokers
Favorite Futures: FOREX, ES, NQ, CL, GC
 
Posts: 9 since Sep 2013
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How to develop your own backtester in C/C++ or C# ?

I use IB-API but still using NT7 as a trusted platform. Despite I'm satisfied with it, I'm interested to develop my own backtester in C or C#, along with other functional modules. Since I'm just an economist/trader, not a CS guy, I'm learning yet superior programming abilities. So, I'd like to speed my process up and was wondering if there are some : courses, tutorials specialized in these kind of development to learn from.

Thanks in advance for any idea or suggestion

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  #2 (permalink)
Elite Member
Sydney, NSW, Australia
 
Futures Experience: Beginner
Platform: Sierra Chart, Python, C#
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amoeba's Avatar
 
Posts: 124 since Jan 2014
Thanks: 71 given, 136 received

If you go down the c# path there are a couple of open source libraries available, one is used (or developed) by QuantConnect, which is also a c# online backtest engine;

https://www.quantconnect.com

or GitHub source at https://github.com/QuantConnect/Lean

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