backtesting trading strategies in just 8 lines of code -凯发k8网页登录

using the functionalities in matlab^® and financial toolbox™, you can perform a strategy backtesting in just eight 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 datafeed toolbox