Backtesting Trading Strategies in Just 8 Lines of Code
Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a strategy backtesting in just eight lines of code.
• Data preparation
• Trading signal generation
• Calculation of portfolio returns, Sharp ratio, and maximum drawdown
• Equity curve plotting
In fact, there are a lot of things you can do in MATLAB. For example, you can:
• Use Datafeed Toolbox to download market data directly from various data providers
• Generate trading signal using Econometrics Toolbox or Statistics and Machine Learning Toolbox
• Automatically execute your strategies by using Datafeed Toolbox
You can also select a web site from the following list
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.