| Automated Trading Black box systems, strategy automation, algorithmic trading, etc... |
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![]() | Backtesting with VBA I am new to this forum and to backtesting trading strategies. I have a basic understanding of VBA and am always trying to learn more. I was just wondering if anyone in this forum has ever back tested using VBA and could give me some pointers as to how to structure my coding and potential data providers on continuous tick data? Also, any references to useful books will be much appreciated. I am looking for books that incorporates VBA into trading and not really a VBA programming book as such. Thanks Marco | ||
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![]() | Re: Backtesting with VBA | ||
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![]() | Re: Backtesting with VBA Quote:
I can't help you regarding VBA, but did you check out NinjaTrader? Its programming language (for both indicators and strategies) is C# which, given your working knowledge of VBA, shouldn't be too hard to get into. Plus you won't have to worry about importing / converting your data or developing your own trade execution engine. Hope this helps, A | ||
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| | #4 | ||
![]() | Re: Backtesting with VBA Quote:
use a "real" trading program, you won't regret it. for example, here are some of the reports you can get from MultiCharts.
__________________ Only an idiot would reply to a stupid post Last edited by Tams; 01-11-2011 at 08:52 AM. | ||
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