Is there a component I can use to create a stock trading/backtesting application in .NET? I am looking for something similar to TradeScript from ModulusFE: http://www.modulusfe.com/tradescript/
A:
I don't know if I understand you correctly... but you should be able to write a pretty simple back-testing app pretty quickly. You can even do it in Excel...
In any way, there are a couple of things that you need:
- Data source (data set).
- Trading signals (most likely given on data set).
You buy or sell given each trading signal and at the end you just tally up the profit. It's just a handful of functions: iterate through the data set, make predictions, for each prediction buy or sell, keep track of P&L.
Lirik
2010-08-05 07:10:48