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Re: best testing software for intraday trading?



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Am Mittwoch, 10. September 2008 schrieb Alex Matulich:
> Volker Knapp wrote:
> >I am not sure if it has been mentioned that WL5 is out. It is .Net
> >based, has fast back testing which is important for intraday data
> >and has all the bells and whistles.
>
> That's nice. Does it still require you to be tied to Fidelity, or is
> it available as a stand-alone package?
>
> .NET doesn't do anything for me.  I wish I could be rid of Microsoft
> Windows.  I'd love to see an open-source trading platform that runs
> under Linux.
May be really what you want but they're running Java, and that runs as 
well on Linux, but mostly for Forex:
http://www.netdania.com/Products/FinanceChart/FinanceChart.aspx
http://www.saxobank.com/__dotnet//Site/Introduction/Products/Samples/Charts.aspx/?ParentId=911
http://www.gcitrading.com/fxtcharts.htm
(Could be it is the same java-machine)
there are some that just have https-acces that works on Linux as well, 
of course.
And finally that is a (Linux-) Perl-Trader:
http://www.geniustrader.org/

BTW, I read  once a paper about a comparison of different program 
languages. And that clearly said, script languages like Perl or Ruby,.. 
were the best because of two reasons: Much faster in the development 
(C++ and java forces you to write a huge amount of code, C forces you 
to do absolutely everything by yourself), and second the execution is 
allmost as fast as C, while C++ or java were significantly slower.)
Hope it helps
Carl

>
> Why open source?  Because I believe I am smarter than most software
> developers, especially those hired to produce trading software.
> There isn't a closed-source package yet where I haven't wanted to
> grab the programmer by the throat and give him a good shaking,
> yelling "Look at how this works!! What were you thinking?!"  This
> is particularly true of Microsoft products.  It was true for
> TradeStation, WealthLab, AmiBroker, and now NijaTrader.
>
> I believe an open source effort, with properly designed tasks, could
> result in swifter development and more robust performance than any
> closed-source project.
>
> -Alex