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Hello all,
Since starting to use Amibroker, it finally dawned on me that the
results you get from backtesting will not accurately reflect the
results you will necessary achieve if applying this system to real-
life. This is because AB performs multiple-security backtesting,
not "portfolio" backtesting.
In any case, in order to get more realistic results, I've decided to
create a small application which, given the results of a scan (i.e.
buys/sells) for a basket of stocks, it would go through each of those
recommendations in chronological order and perform the buy/sell based
on your existing capital.
Other options would include:
- accumulate a stock you already currently own if another buy
recommendation occurs
- allow for cash deposits/withdrawals on different dates
- basic position sizing (fixed amount or % of capital)
Does this type of application or functionality already exist ? Is it
in AB but I just don't know about it ?
Anyone interested in joining in on the development ?
I'm not a hardcore programmer so I was thinking of using really basic
tools like Excel/Access & VBA.
HB
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