![]() It also allows to create custom metrics, implement Monte-Carlo driven optimization and whatever you can dream about Even the backtest process itself can be modified by the user allowing non-standard handling of every signal, every trade.You can change built-in report charts, create your own equity, drawdown charts, create own tables in the report, add custom metrics.You can test systems that scale and/or rebalance open positions in user-defined moments.Scaling in/out (pyramiding) and rebalancing Systems can use multiple time frames at once and symbols denominated in different currencies.Multiple time-frames and multiple currencies in one system Trading rules can use other symbols data – this allows creation of spread strategies, global market timing signals, pair trading, etc.Nasdaq 100 symbol backtest of simple MACD system, covering 10 years end-of-day data takes below one second.Position size can be constant or changing trade-by-trade. Use current portfolio equity (sum of cash and all simultaneously opened positions value) to calculate new trade size, or use any other position sizing method by specifying dollar value or number of contracts/shares.Find out how changing the number of simultaneous positions and using different money management affects your trading system performance. Trade portfolios to decrease risk/reward ratio. Test your trading system on multiple securities using realistic account constraints and common portfolio equity.It gives everything you need to trade successfully. AmiBroker allows you to trade directly from charts or programmatically, using auto-trading interface (works with Interactive Brokers). AmiBroker’s robust system development environment allows to find market inefficiences, code the system and validate it using powerful statistical methods including walk-forward test and Monte Carlo simulation. AmiBroker 6 is a full-featured technical analysis & trading system development platform, with an advanced real-time charting, portfolio back-testing/optimization and scanning capabilities. ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. Archives
December 2022
Categories |