Have you recently participated in the evaluation of back testing software?

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michaellaguna

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I'm currently researching back testing software options and I'm wanting to hear everyone's story about their journey through the evaluation. Below is a list of software solutions.

If you've evaluated any of these solutions within the last six months, take me back to the day when you first decided to evaluate a new back testing solution and tell me what happened!

Deltix, S&P Capital IQ, SmartQuant, Marketcetera, AlgoTrader, TradeStation, AmiBroker, Seer Trading Systems, Wealth Lab, Axioma, Trading Blox, Ninja Trader, RightEdge, QuantShare, eSignal Smarter Trading Tools, MetaTrader4, Multicharts, Portfolio123, The Bloodhound System, QuantConnect, Quantopian, Quantpicker, AnalyzerX
 
A good backtester will account for commissions and slippage, a very good one will backtest using bid and ask price timeseries separately (for short and long signals).
 
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