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Backtesting app's


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Backtesting app's

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  #1 (permalink)
micmar
Perth Australia
 
 
Posts: 1 since May 2021
Thanks: 3 given, 1 received

Hi everyone.

Time for an update if anyone wouldn't mind please.

I have just jumped back into short term (trading) and my application has a sub-par system testing function (I thought it would be alright but it really doesn't cut it for what I need it to do). However, I have a significant sunk cost (both $$ and time) so am extremely reluctant to jump ship at this time.

Been looking at using Backtrader; seems to be a low cost way to accomplish this objective.

Would love it if anyone is currently using this to test trading systems.

*What has been your experience?
*Is it okay for a novice programmer to get into?
*Will it work ok on stocks or is it best left to futures and other derivatives, or will it cover everything?
*Data sources? I have a data provider atm and the files come in .dat not .csv format. Will this matter or do they need to converted somehow?
*Does Backtrader have/include Monte Carlo simulation? If not, is it possible to somehow program this in?

Thanks in advance.

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 FT126 
Atlanta GA
 
Experience: Beginner
Platform: NinjaTrader
Trading: Emini ES
 
Posts: 8 since Sep 2020
Thanks: 119 given, 19 received


micmar View Post
Hi everyone.

Time for an update if anyone wouldn't mind please.

I have just jumped back into short term (trading) and my application has a sub-par system testing function (I thought it would be alright but it really doesn't cut it for what I need it to do). However, I have a significant sunk cost (both $$ and time) so am extremely reluctant to jump ship at this time.

Been looking at using Backtrader; seems to be a low cost way to accomplish this objective.

Would love it if anyone is currently using this to test trading systems.

*What has been your experience?
*Is it okay for a novice programmer to get into?
*Will it work ok on stocks or is it best left to futures and other derivatives, or will it cover everything?
*Data sources? I have a data provider atm and the files come in .dat not .csv format. Will this matter or do they need to converted somehow?
*Does Backtrader have/include Monte Carlo simulation? If not, is it possible to somehow program this in?

Thanks in advance.

I've been looking at a similar problem. I currently use NinjaTrader with the suite of SharkIndcator tools. I use strategy analyzer for initial back testing. While my PC is relatively stout, it can take a while.

I'm looking at Backtester as it seems to have CUDA support that promises faster test cycles by leveraging my Nvidia graphic accelerator. ( I have a smaller test card with only 512 cores for now). Faster test cycles would make it more practical to build my own Montecarlo wrapper to evaluate my strategies against various indicator parameters and even timeframes.

The goal is to not run one test, but to run many tests and analyze the results for the strongest combination of patters and timeframes.

As an "IT guy", I know it can be done even with non-commercial workstations / servers. It's just spending the time to so it.

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Last Updated on May 9, 2021


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