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Should You Use Python for Backtesting?

By Dave Mabe

In this week's episode of Line Your Own Pockets, I argue that most traders should NOT use Python for backtesting.

If you're a software developer, this might come as a surprise.

I see many traders with development experience choosing Python for backtesting without giving it much thought.

I've worked with several traders to switch from Python to Amibroker and every one of them is happy they did (and their equity curves clearly show it).

We discuss:

  • Python is a great general-purpose language, but that's what makes it a bad choice for backtesting

  • Iterating on your strategies is the critical piece - anything that makes that more complex will make things more difficult

  • In a world of LLMs, the argument for using Python for everything makes less sense

  • Choose your tools based on profit potential, not because "I like Python and am good at it."

Much more...

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-Dave

P.S. Think you have trading skill but nothing concrete to test? Start with the proven backtest included in my Amibroker AFL Course and make it your own.

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