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Hi Herman,
> Metastock is a few years behind me :-)
Yes, it's a now a dinosaur compared to AB ...but Tradesim is another
story.
Tradesim is still ahead of AB when it comes to backtesting. It has
numerous money management features (including pyramiding trades
and/or capital), Monte Carlo and lots of nice charts to view all the info
(although not intra day testing). I'm hope soon AB will have all the
features of Tradesim.
Another thing is, rather then (in EOD trading) setting the buy at the open
or close, you can set it at "market" which tests random prices between
the low and high of the day. You can also test worse case etc etc.
> Unlimited possibilities, aren't you glad you bought AmiBroker :-)
Yes, yes and YES!!!
Cheers Glenn
--- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx> wrote:
> Metastock is a few years behind me :-)
>
> Yes it is great fun to create combos; systems build up from several
systems.
> You can use the signals from a slow system to qualify signals from a
fast
> system (like a trend qualifier). Or you can use the Long equity from
slow
> system one as a trend indicator for system number two. You can even
pack a
> large number of systems (perhaps including some duplicate systems
but with
> different parameters) into one piece of code and optimize for the best
> signal combination from the lot of them. When you separate Long and
Short
> equities they can become trend indicators for the system under test, it
> uniquely reflects the trend sensitivities for the system, much better
then a
> totally unrelated trend indicator... imho
>
> Unlimited possibilities, aren't you glad you bought AmiBroker :-)
>
> herman
> -----Original Message-----
> From: Glenn [mailto:glennokb@x...]
> Sent: November 12, 2003 3:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Backtest using equity curve
>
>
> Hi Herman,
>
> Thanks for your reply. Excellent!
>
> Have you done much testing with your equity curve to change your
> systems parameters?
>
> I've done most of my backtesting with Metastock and Tradesim and
been
> waiting for ages for Tradesim to have this in it.
>
> Ami has been able to do it all along!
>
> Cheers Glenn
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman vandenBergen"
<psytek@xxxx>
> wrote:
> > You can cascade as many systems as you like, even different ones,
> and use
> > the Equity from the previous one as a parameter in the next
system.
> I know
> > this can be done with the old backtester and think it should also
> work in
> > the new PF tester.
> >
> > // system one code here
> > E1 = Equity(1);
> >
> > // System two code here
> > Buy = Buy and (some function of E1);
> > E2 = Equity(1);
> >
> > // System three code here
> > Buy = Buy and (some function of E2);
> > E3 = Equity(1);
> > etc.
> >
> > You essentially redefine the buy signal as often as needed (afl
> executes
> > line after line and never looks back), the last definition will be
> what
> > determines your results.
> >
> > Herman
> >
> > -----Original Message-----
> > From: Glenn [mailto:glennokb@x...]
> > Sent: November 12, 2003 1:35 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Backtest using equity curve
> >
> >
> > Hi,
> >
> > I'm was wondering if it is possible in AB to incorporate the
> equity curve
> > of a system within a backtest, using it to test the following:
> >
> > a. No new entries if a closed trade crosses below a moving
> average of
> > the equity curve and re-enter when a closed trade crosses above
> the
> > moving average. Another idea is to use a percentage on the
equity
> curve
> > instead of a moving average.
> >
> > b. Using the above also test tightening the actual trailing stop
> on the
> > open trades. ie: if a closed trade crosses below a moving average
> (or
> > whatever) then instead of using a 3 x ATR stop then use a 2 x
ATR
> stop
> > on the open trades.
> >
> > Note that the trades in between the exit and entry need to be
> tracked for
> > the re-entry.
> >
> > If this is possible, do you know how to set it up please?
> >
> > Cheers, Glenn
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