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Need: Multi-strategy, multi-symbol, multi time frame, backtesting platform
I have backtested many strategies in Tradestation for a long time. Now I am looking for backtesting and optimization software for Stock/ETF. (only 1 symbol for 200 strategies took me for 6 months in TradeStation.)
My criterias are: Multi-strategy, multi-symbol, multi time frame, backtesting, parameter optimization, walkforward-analysis, and automated trading software for Stocks/ETF (forex is useful) and fast.
Maybe your area is different than mine but please give your thoughts on these software selections on most powerful fast reliable backtesting software.
In my experience, having tested the same list as you, I would advise to use NinjaTrader if you are looking for a pre-built backtester and automated trading platform. Be aware that NT does not handle portfolio backtesting however.
If you are really serious, then you have to write your own backtester. You can start with some open source ones in the Python community, but it will require thousands of hours of work to have a reliable one to put high six or seven figures behind on the market. If you are trading with less, I would not advise this route honestly, especially if you are not a master programmer.
I should also point out that this topic is already being actively discussed with custom professional solutions (not using off the shelf retail platforms):
I've been working on and off to build a large scale data distribution system. What do I consider "large scale"? The end implementation needs to support realtime and historical data for several bulge bracket banks, asset management firms, and …
