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.

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