Backtesting within m-etc

[Henry Kwek]

Hi,

How can one backtest historical data within m-etc?

I'm trying to hook up my m-etc to opentick, which has both current and historical data.  What settings do I need to make to tell photon that I'm doing backtesting, and hence load up a specific data period for backtesting? Also, is there a built in P&L reports, so that users can figure out the results of the back-testing, and perhaps export those results into excel?  

If there's no backtesting engine in version 0.9, will we see one in version 1.0?  If not, is it in the road-map?  I'd really appreciate your thoughts on this, so that we will know whether we need to build this module ourselves somewhere down the road as we attempt to get our m-etc ready for trading.

Thanks for version 0.9.  Looks great so far!

Henry

 

[toli]

Henry,

> doing backtesting, and hence load up a specific data period for backtesting?
> Also, is there a built in P&L reports, so that users can figure out the
> results of the back-testing, and perhaps export those results into excel?

Unfortunately, at this point we don't have direct support for
backtesting. It's definitely on our roadmap, but it's at least a few
months away, after the 1.0 release and probably not for a few releases
after that.

The P&L reports we currently have in Tradebase are not
"backtesting-friendly" either, and at some point we plan on moving
that functionality into Photon as well.

>
> If there's no backtesting engine in version 0.9, will we see one in version
> 1.0?  If not, is it in the road-map?  I'd really appreciate your thoughts on
> this, so that we will know whether we need to build this module ourselves
> somewhere down the road as we attempt to get our m-etc ready for trading.
>
> Thanks for version 0.9.  Looks great so far!
>
> Henry
>
>
>
>
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--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.

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