Development/Backtesting framework

Hi all,

I am considering starting my first live strategy in C2 but I would want to do some backtesting first.

I was wondering whether you could share with me what framework you use to develop and backtest your strategies:

  • Coding language
  • Market Data source (it’d be good to know which one depending on the asset or product)
  • Backtesting framework
  • Any other?

Let me add that I have experience as an algo trader using MultiCharts and proprietary market data (which I’m not sure where it was sourced from).

I look forward to your answers.

Thank you
PS: Wasn’t really sure what category I should have used to post this question…

Hi, regarding market data, the two paid services that I’ve used have been Kibot and TickDataMarket. I haven’t found the data to be perfect, but the prices are reasonable for intraday prices.

Hi David,

Thank you. Both look prety good for I’d be looking for.

Does anyone have any advice for the backtesting and coding bit? Directly in Ninja Trader or MultiCharts? Or would anyone actually advice something different?


for end of day backtesting i use
They have few interesting data sets onboard, so its work for me.

Thanks! Didn’t know tradefinder and to be honest I’d have never expected an event data service to be that “cheap”. I’ll take a look in more detail.