Backtesting Trading Strategies in Just 8 Lines of Code

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 Trading Toolbox™