Architecture for Backtesting Program
Hi, I'm fairly new to Java and to programming, but I just finished a fairly accelerated intro course in Java, and I'm eager to keep practicing my coding skills.
I want to write a simple backtesting program for trading. (I know there are already lots of platforms to do this, but I wanted to do one myself.) I want to do this in a proper object-oriented fashion, and I was looking for some tips on general architecture.
What I'm envisioning is perhaps a trading strategy interface, with buy and sell rules, and perhaps stop and target rules for a given trade. Various classes (say, a moving average strategy class) will implement the interface and will have instance variables that I can run optimizations on by, perhaps, implementing some sort of optimization interface?
This will be an ambitious project for my still-limited skill set, but if anyone could give me some pointers on the class structure, I'd really appreciate it.
Thanks
