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Backtesting Library
Started:August 24th, 2016 (01:07 PM) by greatchap Views / Replies:316 / 7
Last Reply:October 11th, 2016 (05:03 AM) Attachments:0

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Backtesting Library

Old August 24th, 2016, 01:07 PM   #1 (permalink)
Trading Apprentice
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Backtesting Library

Hello Everyone,

I am writing my own charting software and am looking for a backtesting library. This library should be such that I can use in my own product.

For example fmlabs gives a library that can be used for backtesting. However their product is old and has a few bugs. I am not looking for ready made tools like TS, Amibroker etc.

My program is being coded in .NET and any reliable library even if its commercial can do the job. Modulusfe is a company that does this but they support is poor and product is pricy.

Any help in this area will be appreciated.

Thanks,

GR

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Old August 24th, 2016, 01:07 PM   #2 (permalink)
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Old September 22nd, 2016, 04:21 AM   #3 (permalink)
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If you didn't understand please ask me any question.

Looking for a library that can be used in an existing application that can back-test strategies.

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Old September 22nd, 2016, 05:56 AM   #4 (permalink)
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greatchap View Post
If you didn't understand please ask me any question.

Looking for a library that can be used in an existing application that can back-test strategies.

Hi greatchap

By backtesting 'library', do you mean historic trade data?

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Old September 22nd, 2016, 02:58 PM   #5 (permalink)
StockSharp dev
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greatchap View Post
If you didn't understand please ask me any question.

Looking for a library that can be used in an existing application that can back-test strategies.

Hi, see our platform - https://github.com/StockSharp/StockSharp/ Here is the examples - https://github.com/StockSharp/StockSharp/tree/master/Samples/Testing

Written on pure C#. Price is free.

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Old October 6th, 2016, 01:46 AM   #6 (permalink)
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Thank you. However I had some problem understanding this. Do you have a sample that just initiates a trade simulation / back testing only.

I am confused between S#API & S#Shell. I just want a library that I can use and call to code trading strategies.


Last edited by greatchap; October 6th, 2016 at 02:11 AM.
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Old October 6th, 2016, 06:28 AM   #7 (permalink)
StockSharp dev
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greatchap View Post
Thank you. However I had some problem understanding this. Do you have a sample that just initiates a trade simulation / back testing only.

I am confused between S#API & S#Shell. I just want a library that I can use and call to code trading strategies.

S#.API - to develop trading apps (including strategies) inside Visual Studio.
S#.Shell - to graphical view what was done in S#.API.

S#.API is a library for .NET developers (C#, VB.NET, F# etc.). There is not any host app. But you can create your own Console App or WPF application. Basically S#.API provide unified access for several sources like Rithmic or GainCap (see more here). Also it has a backtesting engine to run the strategies on historical data or live.

As I thought you have your own .NET app and wanna embed into it some backtesting engine. So you can do it with S#.API cause it simple to embed. Here is the examples - https://github.com/StockSharp/StockSharp/tree/master/Samples/Testing Written on C# and WPF.

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Old October 11th, 2016, 05:03 AM   #8 (permalink)
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thanks

Thank you very much stocksharp for your reply. I will check it out.

However I am a vb.net programmer and who wants to use your tool for backtesting in my own product. I did check our your website. However it is a complicated tool and will require lot of effort to learn.

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