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I'd like to suggest an enhancement to Amibroker. Judging from recent
messages, I believe others might be interested, too. If so, maybe we can
get Tomasz in the discussion.
I would like to see another function (like Scan and Backtest) in AA. I'll
call it Playback for now. Playback would essentially be a Backtest, but
instead of invoking an AFL script, it would prompt for the name of a
comma-delimited file in which each record would represent a trade. Each
record might have the following fields:
1) Ticker Symbol
2) Type Trade (Long or Short)
3) Entry Date
4) Exit Date - null if trade still open
5) Shares
6) Position Entry Price (Buy or Short price, depending on type trade) -
Optional
7) Position Exit Price (Sell or Cover price, depending on type trade; null
if trade still open) - Optional
8) Commission on Entry - Optional
9) Commission on Exit - Optional
The optional fields above would default to the values in AA/Settings if not
specified. The date range used for report statistics could be calculated
based on the earliest trade open and last trade close (or current date if
there are open trades). (Or should the date range be based on the setting
in the AA window, as Backtest currently works ?)
A Playback function would make it much easier to do "manual" -type
backtesting, as well as track actual trades...
...Don Upton
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