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

Re: Backtesting Tradingsystems and Moneymanagement



PureBytes Links

Trading Reference Links

Tomacz, 
when you'll do it, don't forget to add the moneymanagement rules ( 
number of shares to buy depend of a percentage of the capital and the 
risk ( entryprice - stoploss).
aand don't forget to add a monte carlo analysis

Have you seen the price of a such system tester ( rina portofolio 
scream for tradestation)? >>3000$

What will be the price of the amibroker system tester?

Stephane
> 
> TJ> Yes, I plan to make this possible. However don't expect
> TJ> this in the next few releases :-(
> TJ> This improvement will be a part of some major redesign
> TJ> of backtesting engine. The rewrite will finally solve all the
> TJ> problems as every little part of the engine will be 
programmable.
> 
> Both Steph and I will *really* be looking forward to this. Thanks.
> 
> Best,
> 
> Yuki
> 
> mailto:yukitaga@x...