Backtesting

[DOTTT]

Does anyone know of any site that allows you to backtest a bunch of variables such, as P/E ratio, book value, net profit margin, earning growth etc..?

Thanks.

[tek]

Try Tradestation

[BarkingMad]

I use TradeStation 2000i, and I know it doesn't have that capability. I don't think the new brokerage based platform does either.

Try WealthLab too.

Most of this kind of software just uses price, volume, and open interest for testing (as im sure you know).

One option is to find data for the fundamental series you want to backtest on and load it into TS as a Data2 stream, and then reference it in your system code.

Unfortunately, I don't know of any good source of fundamental data in easy to load csv format.

I'd be interested in hearing about it if you find one though.

[edtost]

[ QUOTE ]
Unfortunately, I don't know of any good source of fundamental data in easy to load csv format.

[/ QUOTE ]

does the CRSP/Compustat database from WRDS fit the bill?

[Martin]

Not sure Wealthlab online version is gonna cut it for this, its primarily technical analysis. Tradestation is your best bet assuming you can find a good source of historical fundamental data.

[BarkingMad]

[ QUOTE ]
CRSP/Compustat database from WRDS fit the bill?

[/ QUOTE ]

Not sure, but looks promising. I bookmarked this page.

WRDS

If I ever get heavily back into system testing, I'll check it out.

Thanks.

[DOTTT]

As expexted, most programs I've come across only backtested technical systems. It seems like this would be a great opportunity if someone was able to develop a program that backtested fundamental data.