Stock Trading script/language for .NET?

2019-06-03 15:23发布

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/

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Lonely孤独者°
2楼-- · 2019-06-03 16:08

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.

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不美不萌又怎样
3楼-- · 2019-06-03 16:11

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:

  1. Data source (data set).
  2. 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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