The C-Trader Toolkit is the testing platform used in the The Encyclopedia of Trading Strategies (Katz and McCormick; McGraw-Hill, 2000). It is a powerful trading system testing and development platform. Used by CTAs and other professional traders, the C-Trader can perform portfolio-wide tests and system optimization, allows the use of metasystems (those that trade the equity curves of other systems), has no limit on the number of data series or number of bars (e.g., one can optimize a trading model on the entire NYSE going back 15 years), and allows cross-sectional and longitudinal trading rules. This package includes libraries for all standard technical indicators, statistics & distributions (including Student's t), mathematics (including FFTs, MESA, Lomb Periodograms, SVD, and eigenvectors), multiple regressions, neural networks, and even genetic algorithms. It is designed so the user can easily script complex testing procedures, and comes with all source code (in standard, clearly written C++).
除非C-TOOLS可以跨平台，如UNIX，MACOSX，否则在这上面下工夫不值得。 smartquant从功能上应该已经超越了这个。若要免费的，trademagic也可以。网上还有很多开源的代码。 另外，非TICK分析级别的交易系统根本不需要C语言的高效率支持，基于脚本的系统，如TS，WL等更加适合。 现在的问题不是工具没有，而是多到选择上犯难，不抓住一个重点深入下去就无法取得扎实的成果。