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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
Can you help answer these questions from other members on NexusFi?
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.
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.