[Backtesting] Alternatives to MT4?

Trading Systems Expert Advisors and Automated Trading
1

Hi !
I’m fed up of trying to create any good EA scalper out of MT4 because the backtest data is mostly available at 90% which is definitely not what I want. I don’t mind writing an EA in C# or EasyLanguage. What are the alternatives to MT4 for backtesting ?

  • Ninjatrader: C# , paid data sources. Not sure if very accurate since version 7 seems to have different results than 6.5 in backtest, which demonstrates that there are some accuracy problems on this platform. Also, the numerous bugs reported everywhere…

  • other ideas ?

I read there is a way to import historical data from dukascopy to MT4 but this needs a lot of things to do (getting the correct data from somewhere, and who tells you the data is correct anyway ? getting a special old version of MT4, patching it, running a MQL file to convert data, etc… => the hell ?)

2

MT5 is better for testing, but worse for programming.

There is a Forex Tester - professional forex training software, simulator and backtester that uses Visual C++ or Delphi to compile .dll, but I didn’t try it yet.

Oanda has something here Forex Trading API | OANDA fxTrade

Ducascopy has JForex that is web-based and uses Java

3

Dukascopy backtesting is more advanced with tick history built in - stellar modelling quality.

Jforex is a local application that is bootstrapped (started) over the Internet via Java Webstart technology. Basically the program’s files are downloaded to your machine everytime you start the environment. For automated you can use the Jforex API directly to talk to both the Dukascopy trading server from your own java program and to also talk to the jForex trading app.

4

Hi,

Anyone backtested in Mt4 with the historical data provided by HistData website?
I’m trying to get feedback from ppl around baby pips about their data.

Thanks for the help.

Cheers.