[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Backtesting reports



PureBytes Links

Trading Reference Links

--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Hello,
> 
> I would like to ask you:
> What additional back-testing statistics would you like to see in 
AmiBroker?
> 
> Please give me your suggestions with the description.


Hello, maybe the report could have ranked top-lists of best winning 
trades and worst losing trades in the back-test?

This way one could more easily pinpoint the best winning (and maybe 
more important; the worst loosing :) trades and examine them in more 
detail - and maybe learn something that can improve the system.

It would also be nice to list actual buy/sell prices in the trade 
list tables, in addition to net profit and equity value.

That's all I can think of, in addition to return per year as you 
mentioned (maybe also per month, for the short-time oriented? This 
could also be used to look for seasonal variations in the results - 
could maybe be of interest). The back-testing with AFL is already a 
powerful and flexible tool, and to make best use of it is mostly up 
to us users/traders :)

:-) Scuba