Recommend software and Data provider : Backtesting using technical and fundamental analysis

[wahkao]

Recommend software and Data provider : Backtesting using technical and fundamental analysis

I am looking for a set of software and data provider to do backtesting using both technical and fundamental analysis

I was using tradesim previously but find that it is inadequate to handle fundamental analysis.
I am looking to backtest entry and exits with both technical and fundamental data such as trailing PE, Price/Book

If even more so possible, I would like to use more advance data like
, Interest cover , account receivables, sector , dividends, EPS , Debt To Equity Ratio, sector average PE

Currently looking at OpenQuant( http://www.smartquant.com/openquant.php ). Is it a good software for my project objectives? Doesnt seem to support fundamental data

could anyone point me in the right direction on which software to use combined with which data provider to go for?

Thanks

 

[Tsotne]

Smartquant is a pretty good software which has an API (supporting C# and VB.NET) where you can define your classes to execute your logic of trade as well as build your algorithms for backtesting. If I got you correctly you need a built-in analysis tools for backtesting which is not available in SQ(haven't searched to death though) but you can use its data importing system and define your custom backtesting methods.

 

[ExSan]

what about any comments ?

 

[Kurtis Hemmerling]

I might be way out to lunch but Portfolio123 has extensive fundamental screening and backtesting on hundredes of variables and has some technical analysis too. Its based on daily data so I don't know what your needs are. If you use the code HKURTIS when signing up you get 45 days to try it out.