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Professional alternatives to Excel for statistics/backtesting intraday data?
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Professional alternatives to Excel for statistics/backtesting intraday data?

  #1 (permalink)
Trading Apprentice
Oslo + Norway
 
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Professional alternatives to Excel for statistics/backtesting intraday data?

Hi all,

In summary, I have a custom made application in C# that calculates various statistics and metrics for a given trading day using 1-minute intraday data. This is exported to Excel for sorting and visualization. It also uses a SQL database.
This was made according to my specifications. I now see myself having to make changes to it. I find it a little too slow and I also want to change some of the logic and add new logic/statistics.

The obvious problem is that I'm dependent on programmers to accomplish this. This is a huge disadvantage both with regards to time, money and not being able to make changes directly myself.

All logic is created by me, so that's not a problem. I simply have close to zero programming knowledge.

However, at this crossroad, I'm considering if there might be any out of the box software that might suit my needs. Cost is not a major issue, but up to a certain point of course. I wouldn't have any problems paying $1000-2000 if I found something worth my while.

The other alternative is to actually learn to program myself. This will probably be a long-term plan anyway. I have no doubt I will be able to learn to code, but I'm simply short on time these days, while I have a lot of actionable ideas in the market place that I would want to start testing and using right now.

If I were to learn programming myself, I expect that it might take me 6-12 months before I start getting somewhere and probably a lot longer to get proficient.

Any thoughts or advice?

Thanks in advance.

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Quebec
 
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trendisyourfriend's Avatar
 
Posts: 3,692 since Oct 2009
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Hi,

I think beside Excel there is no significant solution that i can see. If using Excel, you might be interested by this add-on:
https://marketxls.com/

or
http://xlsgate.com/about-xlsgate/

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  #4 (permalink)
zivo
Helsingborg
 
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Hi I do not know how advanced your application is programming wise but you can do a lot with clickview. You van continue tou use sql

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  #5 (permalink)
zivo
Helsingborg
 
Futures Experience: Intermediate
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Favorite Futures: ES and scandinavian Stocks
 
Posts: 16 since May 2011
Thanks: 5 given, 5 received

and it is quite easy to learn and adjust calculations etc. Out of the box software and ressonable priced.
Best regards stefan

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  #6 (permalink)
Elite Member
Quebec
 
Futures Experience: Intermediate
Platform: NinjaTrader wt Rancho Dinero's profiling tools
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trendisyourfriend's Avatar
 
Posts: 3,692 since Oct 2009
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stefanols View Post
Hi I do not know how advanced your application is programming wise but you can do a lot with clickview. You van continue tou use sql

What is clickview?

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  #7 (permalink)
zivo
Helsingborg
 
Futures Experience: Intermediate
Platform: Bullcharts, Multicharts
Favorite Futures: ES and scandinavian Stocks
 
Posts: 16 since May 2011
Thanks: 5 given, 5 received

Click view

It is a business intelligence tool.

Business Intelligence | Data Visualization Tools | Qlik
Download Free*Data Visualization Development*Platform

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  #8 (permalink)
Elite Member
Surrey, UK
 
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LaissezFaire -
I have built a backtesting software in c# and sql server over the last 2-3 years in my spare time. It has quite a few advanced features such as multithreading, multiobjective genetic optimization, extensive reporting etc... Using my software I get results faster than Ninjatrader, Tradestation and many other off the shelf software. Of course I have to do much much more yet ;-) My point is that custom solutions are the best if you are able to go for that approach. They will always be generally faster and more efficient.

If you use c# and especially dot net then NUGET is your best friend. Google nuget and see. I have used this service to download and extensively test various dot net libraries and use the ones that fit my purpose and even mix and mash and extend the libraries I have deemed suitable for me. I am pretty sure there will be multiple statistics & math libraries there and something that would be suitable for you.
Good luck,
iq

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  #9 (permalink)
Trading Apprentice
Munich Germany
 
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you can use Multicharts. But if you are more comfortable with excel why it is not professional.

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  #10 (permalink)
Trading Apprentice
Oslo + Norway
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES
 
Posts: 2 since May 2016
Thanks: 6 given, 0 received



trendisyourfriend View Post
Hi,

I think beside Excel there is no significant solution that i can see. If using Excel, you might be interested by this add-on:


or

Thanks, man. I took a quick peek and it seems interesting. Will look more into this.


stefanols View Post
It is a business intelligence tool.

Thanks. Will look into this.


iq200 View Post
LaissezFaire -
I have built a backtesting software in c# and sql server over the last 2-3 years in my spare time. It has quite a few advanced features such as multithreading, multiobjective genetic optimization, extensive reporting etc... Using my software I get results faster than Ninjatrader, Tradestation and many other off the shelf software. Of course I have to do much much more yet ;-) My point is that custom solutions are the best if you are able to go for that approach. They will always be generally faster and more efficient.

If you use c# and especially dot net then NUGET is your best friend. Google nuget and see. I have used this service to download and extensively test various dot net libraries and use the ones that fit my purpose and even mix and mash and extend the libraries I have deemed suitable for me. I am pretty sure there will be multiple statistics & math libraries there and something that would be suitable for you.
Good luck,
iq

Cool! Did you have any programming experience prior to this?

I never heard of NUGET, so will do a search on this.

To clarify, I'm NOT programming myself, I've hired people to do it. But that doesn't mean I can't come with suggestions to them when doing an upgrade. So, I will take a look.


Sash View Post
you can use Multicharts. But if you are more comfortable with excel why it is not professional.

Thanks. I will take a look.

But I doubt if it will do everything I'm interested in doing?

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