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Backtesting Trading Strategies in Just 8 Lines of Code

version (21.2 KB) by Kawee Numpacharoen
This demo will show how to perform a strategy backtesting in just 8 lines of code.


Updated 12 Sep 2017

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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 here

Comments and Ratings (4)

Robin Szeto

Caxap Puc


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MATLAB Release Compatibility
Created with R2016b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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