Backtesting Trading Strategies in Just 8 Lines of Code

Version 1.0.0.0 (21.2 KB) by MathWorks Quant Team

This demo will show how to perform a strategy backtesting in just 8 lines of code.

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Updated Tue, 12 Sep 2017 21:14:18 +0000

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Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a strategy backtesting in just 8 lines of code. This includes:
• 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 Trading Toolbox™
The video can be found herehttps://www.mathworks.com/videos/backtesting-trading-strategies-in-just-8-lines-of-code-1499289703258.html

Cite As

MathWorks Quant Team (2023). Backtesting Trading Strategies in Just 8 Lines of Code (https://www.mathworks.com/matlabcentral/fileexchange/63333-backtesting-trading-strategies-in-just-8-lines-of-code), MATLAB Central File Exchange. Retrieved May 28, 2023.

MATLAB Release Compatibility

Created with R2016b

Compatible with any release

Platform Compatibility

Windows macOS Linux

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Acknowledgements

Inspired: Files for webinar titled "Classifying Trading Signals using Machine Learning and Deep Learning"

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simpleBacktesting.mlx

Version	Published	Release Notes
1.0.0.0	12 Sep 21:14	Add video link in description	Download