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Best platform for Backtesting own CSV files


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Best platform for Backtesting own CSV files

  #1 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
Thanks Given: 3
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I have reviewed a number of Backtesting programs.
I have outlined Multicharts and Openquant (smartquant) as possibly being best suited to my needs.

My criteria is to be able to backtest my own bought tick data (csv) from 2 vendors going back 15 yrs

Which software package is best able to do this?
Is Multicharts or Openquant able to do this from your experience?
On the outside it looks like it does but need experienced backtesters experience..

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  #3 (permalink)
kamicrazy
New Zealand
 
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Download the free multicharts dt and see if quotemanagers ascii import function suits your needs.

If it does then all you need to do to access the backtest function is to purchase the full version.

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  #4 (permalink)
FAUGH45568
ireland
 
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Do you have to purchase the package in order to backtest?

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  #5 (permalink)
kamicrazy
New Zealand
 
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There are two versions of multicharts. Regular multicharts and multicharts DT.

Regular multicharts is the paid for package with backtesting and custom indicator creation.

Multicharts DT is basically the same charting software without the backtesting and powerlanguage features. However it is free.

Since you are worried about the tick data and I presume that it would be a deal breaker for you, I suggest you download the free version and test if your data works with it.

Assuming that it does then you could register for a 30 day trial of regular multicharts.

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  #6 (permalink)
 
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 Lornz 
Oslo, Norway
 
Experience: Advanced
Platform: CQG, Excel
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Since you are using a Mac, you should look into Investor R/T. It is quite flexible and powerful, and the programming language is very intuitive.

Another good option would be using Excel, MATLAB, R etc... It depends on what you're trying to accomplish with your backtests...

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  #7 (permalink)
 
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 Big Mike 
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Regarding MultiCharts, there is also a 30-day trial of the full version....

Mike

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  #8 (permalink)
 tre436 
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everyone here seems to forget amibroker, undoubtedly the fastest backtesting available on the market which will make a difference if you need to access 15yrs of tick data ... and it's very cheap

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  #9 (permalink)
FAUGH45568
ireland
 
Posts: 18 since Mar 2011
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So far found the Multicharts DT in relation to mapping of own tick data files fine to use...
Compared to ninja no contest IMHO in relation to importing own data..

However I would like to be able to merge multiple data files first of all going back years..
Is this Possible?

gktk, I have amibroker on my list but havent got to it at the moment, its actually 3rd, Smartquant is 2nd..
So ill report back then..

Up to now I have being using excel but I have beign getting to my limit the last 2-3 yrs..
Need to upskill into using backtesting programs and programming in general...

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  #10 (permalink)
 
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 Big Mike 
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An ASCII map in MultiCharts would be used for real-time mapping of data. If an external program updates the file, MultiCharts will read from it in real time.

With a regular import, you can import multiple times (like once per contract, or once per calendar year, etc). So it is no problem to "merge" data from multiple imports into a single instrument.

Mike

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Last Updated on July 21, 2011


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