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Geting Started with Backtesting Software / Languages
Started: by waverider Views / Replies:854 / 12
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Geting Started with Backtesting Software / Languages

  #11 (permalink)
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waverider View Post
Can anyone comment on using MultiCharts for Stock Scanning?

I'd like to replace my current scanning software (Beyond Charts) with software that does Scanning AND Back-Testing.

For scanning I'd like to:

- Have easily configured watchlists (ideally, the data provider (like Premium.net) provides nice lists with their data - like 'S&P500'; 'S&P1500', and so on. I can also then customise / merge / amend these to create a distinct watchlist of stocks that I will scan every day.

- EOD data only. My current software automatically downloads all EOD data whenever available, so when I wake up in the morning, turn the computer on, the downloads complete, then I just have to hit "scan". Don't suppose MC is this effective?

- Because data is already downloaded, scans are very quick.

Can I do all this with MC? What about other platforms? Can MultiCharts.NET be used to build customised modules to do these things?

Thanks for any insights,

wave

There isn't a website called Premium.net.
Which Premium are you referring to?
Do you mean PremiumData.net by Norgate?

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  #12 (permalink)
waverider
Sydney
 
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Platform: NinjaTrader; TWS
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MultiCharts for Stock Scanning


prouser View Post
There isn't a website called Premium.net.
Which Premium are you referring to?
Do you mean PremiumData.net by Norgate?

Yes, sorry, Norgate

Anyone ever connected MultiCharts to Norgate data? There's an Amibroker adapter, I'm wondering if there's something for MC ?

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  #13 (permalink)
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Cary, NC
 
Futures Experience: Advanced
Platform: MC, NT, Python, R
Broker/Data: FXCM, IB, Oanda, IQFeed
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"backtrader" is a decent Python platform



waverider View Post
Thanks Guy, that's awesome. I'm comparing RightEdge and MultiCharts.NET at the moment. Or possibly even start with MultiCharts (easy language) and upgrade into the .NET C# environment later... Although my thinking was to not waste time with a custom language and just get to work (slowly is fine) with a real language that will serve me better in the long run. Hence C# or Python. Apart from Quantopian, I'm not sure who else uses Python, so that has me comparing MultiCharts.NET and RightEdge at the moment (C#).

I'm considering 'fast-tracking' my progress by employing help in the coding at the early stages too ... Let me know if you know of anyone? It's going to be a long-term decision to slowly try and get more automated in my trading, so I have realistic expectations and just want to make an informed decision from the outset so that I have a platform that will see me through for a number of years - while also teaching me to code.

If you decide to go the Python route, there are quite a few frameworks other than Quantopian including backtrader (GitHub) which I've been working on getting up and running with Oanda on an ODROID XU4 .

On his GitHub site he even mentions a lot of alternatives, one of which is PyAlgoTrade which also has a lot of great documentation but backtrader already has IB and Oanda support working so I'm going "all in" with that platform for now (it's a very actively developed framework).

I'm also leveraging Adaptrade Builder to generate a few strategies to be included along with my own; unfortunately I'll have to convert one of the supported output formats (e.g. EasyLanguage) over to Python but most of the strategy code is relatively short so shouldn't take that long. I was sold on Adaptrade once I saw the backtesting results match in Multicharts after copying/compiling the generated source verbatim. Whether forward testing/live works as well remains to be seen . I've yet to find an open source platform that supports range/tick bars so that will have to be something I'll also need to implement myself.

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