Backtesting software: Difference between revisions

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#REDIRECT [[Automated trading system]] {{R from merge}}

{{orphan|date=August 2010}}

As of the year 2010 more than 70% of the stock shares traded on the [[New York Stock Exchange|NYSE]] and [[NASDAQ]] are generated from [[automated trading system]]s. {{Citation needed|date=July 2011}}

[[Automated trading]] systems are computer [[software program]]s designed to trade stocks, [[futures]] and [[Foreign exchange market|forex]] based on a predefined set of rules which determine when to enter a trade, when to exit it and how much to invest in it.

[[Algorithmic trading|Trading system]] designers / programmers often test their automated trading systems on historical or current [[market data]] in order to determine whether the underlying [[algorithm]] guiding the system is profitable or not.

Backtesting software are special [[trading platform]]s which enable trading system designer to develop and test their trading systems

on historical market data while aiming to produce optimal historical results.

== References ==

* [http://www.prorealtime.com/common/redirect.phtml?language=en&page=help&section=man2_probacktest ProRealTime]

* [http://www.ninjatrader.com/ Ninja Trader]

* [http://www.smartquant.com/ SmartQuant]

* [http://www.iqbroker.com/ IQBroker]

* [http://www.equis.com/ MetaStock]

* [http://www.rightedgesystems.com/ RightEdge]

* [http://www.tradersstudio.com/ TradersStudio]

[[Category:Financial markets]]