Backtesting Trading Strategies in Just 8 Lines of Code

This demo will show how to perform a strategy backtesting in just 8 lines of code.
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Updated Tue, 19 Dec 2023 20:09:36 +0000

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Using the functionalities in MATLAB® and Financial Toolbox™, you can perform a backtesting strategy in just 8 lines of code. This includes:
• Data preparation
• Trading signal generation
• Calculation of portfolio returns, Sharpe 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™
The video can be found here https://www.mathworks.com/videos/backtesting-trading-strategies-in-just-8-lines-of-code-1499289703258.html

Cite As

MathWorks Quant Team (2024). 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 .

MATLAB Release Compatibility
Created with R2023a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers

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Version Published Release Notes
1.0.0.2

fixed typos

1.0.0.1

Updated Trading Toolbox to Datafeed Toolbox

1.0.0.0

Add video link in description