I am a programmer and need some advice / help to get started.
Basically I want to do back testing using C++ as I read that it was the fastest language do ‘event driven’ back test. Because what I want to do is run one strategy in a loop and increment settings one at a time to see what best settings could be used.
And for the Historic Data, what would the best source be? It does not have to be the best accuracy but the execution time has to be fast.
All I want is an example how to do this…