Polar Backtesting Engine

Polar Backtesting Engine is designed for backtesting and optimizing trading strategies for long historical periods.

Technologies used:
MSSQL, C#, WPF, .NET, SciChart, Telerik WPF UI, NinjaTrader

It is fully optimized to work with all available cores and can be expanded to work with cloud based virtual machines, in order to further decrease the compute time of all sets, necessary for exhaustive backtest of automated trading strategies.

Written in C#, the application allows seamless integration with ninjatrader platform strategies. In practice, it can be used with any strategy (not platform specific) developed in C#. To get an idea about the performance  - this application is capable of backtesting 6 months of tick data for e-mini S&P 500 future (56 million ticks) in 4 minutes.

The software allows import and selection of multiple data feeds. The data can be both tick and minute. By default, you can see in real-time how the strategy runs. There is a real-time chart, by default OHLC, which shows the indicators, bars and order entries, stops and exits. There is also a “navigator” bar, which is used for quick chart navigation.

After the backtesting is completed, a full order history is generated. It can be exported in various formats or filtered, searched, grouped, ordered inside the software itself. In addition, there is also a performance graph (also exportable) which shows the equity curve of the strategy.

The application supports multiple monitors. Every window is floatable and can be docked, hidden or moved to another monitor. This allows quick UI customization and it gives the user the ability to view multiple important windows at the same time.