Wondering for those of you who backtest regularly, what the best software you've used is?
See I've got a little bit of an issue at the moment that none of the software I have been looking at (and I haven't looked at an exhaustive list I simply don't have the time) will allow me to define my own investment criteria. They all seem to provide a list of criteria that you can filter with and run backtesting over a period of time, but none of them seem to let me define my own criteria.
Now before you ask, of course I'm not going to give away what this specific criteria or the mathmatical formulae is. I want to find out how well it works and get maximum benefit out of it before some scalper cottons on and degrades my return. It's just frustrating as hell not being able to put it into practice. At present I can partially test by using data downloaded into Excel, But the moment I try and backtest over a longer period Excel craps out.
I can get part of the way there, but still end up with a large list I have to manually go through trade by trade and eliminate from the backtesting.
So guys and girls, check your software and tell me if anyone can define their own criteria