I have a friend who's done this, and his testing platform is WAY more powerful than any commercial platform I've seen. Unfortunately he doesn't share it.
I've never been ambitious enough to build my own platform from scratch. That requires an enormous investment of time and coding. I've always preferred to invest my time looking for profitable strategies, so I use platforms like Tradestation to do it. TS has severe limitations -- like its inability to test multi-symbol strategies -- but it also has tremendous capabilities that a home-brew platform is unlikely to match.
Have you considered using a commercial platform, like TS or AmiBroker or NinjaTrader? You might save yourself a lot of time and headaches...
Looking for a colaborator to work on C++ project
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phil_trade
Re: Looking for a colaborator to work on C++ project
HiFrinkFX wrote:Hello everyone,
I'm beginning work on a C++ back testing framework and I'm looking for a good programmer/trader to work with me on it. I'm based in London.
Basically it will be a replacement for Empty4 back testing and will be all C++ based therefore much faster. It will also be able to work on multiple currency pairs/ trading instruments simultaneously therefore also much more powerful.
The other limitation with Empty4 is the Optimization feature which only allows for a limited number of combinations of parameters.
My ambition for this project is to have something that is extremely fast and can test thousands of strategies in a short space of time and come up with better solutions than Empty4, but also be easy to program for, allowing access to popular technical indicators, maybe even being able to load MetaQuotes language EAs and executing them.
If anyone's interested on working with me on this please PM me.
Cheers,
FFX
did you test ForexTester ? It's quite cheap, multi currency, with an optimisation module and with 10 year data updating each month for free. You can run delphi or c DLL. I'm working with it since one year and quite satisfy
edit : forget to say there is a debbugging function !
Philippe
- monkeh
- Trader
- Posts: 72
- Joined: Fri May 04, 2012 2:40 pm
Re: Looking for a colaborator to work on C++ project
i assume, it does not support Empty4 EA's?phil_trade wrote:
Hi
did you test ForexTester ? It's quite cheap, multi currency, with an optimisation module and with 10 year data updating each month for free. You can run delphi or c DLL. I'm working with it since one year and quite satisfy
edit : forget to say there is a debbugging function !
Philippe
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phil_trade
Re: Looking for a colaborator to work on C++ project
No it does not, but language is quite similar and trading function are the same. I'm also using Empty4 API with high level language (windev for SQL and high debug functions) to drive Empty4 trade in livemonkeh wrote:i assume, it does not support Empty4 EA's?phil_trade wrote:
Hi
did you test ForexTester ? It's quite cheap, multi currency, with an optimisation module and with 10 year data updating each month for free. You can run delphi or c DLL. I'm working with it since one year and quite satisfy
edit : forget to say there is a debbugging function !
Philippe
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ankof1
- Posts: 6
- Joined: Tue Feb 14, 2012 4:03 pm
Re: Looking for a colaborator to work on C++ project
Himonkeh wrote:i assume, it does not support Empty4 EA's?phil_trade wrote:
Hi
did you test ForexTester ? It's quite cheap, multi currency, with an optimisation module and with 10 year data updating each month for free. You can run delphi or c DLL. I'm working with it since one year and quite satisfy
edit : forget to say there is a debbugging function !
Philippe
They (forextester.com) doesn't supports Empty4 EA's but you can do it like Phil_trading or Walk Forward analyzer. Walk forward analyzer use the data of forextester.
At this moment I'm testing Walk Forward analyzer (trial-version) and it seems very good.
I have a little problems wth it, the problem isn't Walk Forward analyzer but its me
Forextester and Walk Forward analyzer look very professional and their are cheap (forextester +-150 dollar and Walk Forward analyzer= +-36dollar)
In Walk Forward analyzer you can 1) backtest 2) optimize your expert advisor
if you want to give a chance you can try the trial-version. And I think that this is the platform that you're searching for.
If you want you can open a threath about Walk Forward analyzer where we can help and talk about it.
EDIT1:
My problem is solved, if you want that I backtest a random expert advisor for you I will do it while I'm doing this you can set the expert advisor on a live account => so that we can compare the results
or if someone did a live forward test in November will I backtest it for the month November => so that we can compare it
btw Birt (of eareview.net has also a free backtest program, a function of Birt's program is implented into Walk Forward analyzer)
EDIT2:
A few min ago I did the optimatation of a random expert advisor, to have experience with the program. At this moment is it very late and I learned a few important things about the program.
I'am thinking to try the ea that is given by a use thread name; "a good try"
I don't have the intention to promote some programmers/software/...