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Backtesting Library

  #1 (permalink)
greatchap
New Delhi, India
 
Posts: 4 since Aug 2016
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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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  #3 (permalink)
greatchap
New Delhi, India
 
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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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  #4 (permalink)
 
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 xplorer 
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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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  #5 (permalink)
 
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 stocksharp 
Moscow, RU
 
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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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  #6 (permalink)
greatchap
New Delhi, India
 
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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.

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  #7 (permalink)
 
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 stocksharp 
Moscow, RU
 
Experience: Advanced
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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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  #8 (permalink)
greatchap
New Delhi, India
 
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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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Last Updated on October 11, 2016


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