Is there a component I can us开发者_JAVA百科e to create a stock trading/backtesting application in .NET? I am looking for something similar to TradeScript from ModulusFE: http://www.modulusfe.com/tradescript/
It's not as easy as the guy above tries to make it sound. You're best to use TradeScript, MQL4, EasyLanguage or even MatLab - there are some back testing add-ons for MatLab. You do NOT want to roll your own. There's a lot more to it than meets the eye.
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.
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