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Hi Graham et al,
Thanks for your reply.
I have just downloaded the trial version and backtested an algorithm
I found (just to get an initial impression). Unfortunately (I hope I
am wrong) there are NECESSARY features I couldn't find when viewing
the backtesting report:
1) The ability to see MFE/MAE for the entire tested portfolio.
2) An equity chart displaying also the TIME on the X Axis (with
CLEAR DATES on the X Axis) plotted WITH Number of Trades
(positions). When backtesting a whole portfolio, I'd like to know,
in each&every time, how many positions were held as a function of
time.
3) When backtesting through long time-frames, I'd be interested to
see, NUMERICALLY, the RETURN (profit/loss) for EVERY
day/week/month/year over the entire backtesting period.
Am I missing something?
Additionally, is there currently a way to export the equity chart
data to a CSV file in order to "arrange" it in Excel?
I'm interested to buy AmiBroker and would be happy to know if/when
these necessary features will be implemented (unless I'm missing
something).
Finally, if I'm interested only in EOD backtesting, which version
would be the most suitable?
I'm looking forward to hear from you. Best,
Amit E.
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> yes
>
>
> On Sun, 30 Jan 2005 15:32:30 +0530, Amit E. <amiteh@xxxx> wrote:
> >
> >
> > Hi All,
> >
> > I'm interested to buy AmiBroker, am impressed from the broad
activity in the Yahoo board.
> >
> > Does AmiBroker allow the user to do the following (in
backtesting):
> >
> > (1) Use risk-based money management settings, as a
percentage of (current) equity. For instance, I'd like to RISK 1% of
equity on a single position (i.e, the distance from my entry point
to my stop-loss would reflect a 1% loss of equity â€" so AmiBroker
has to calculate the position-size according to this percentage
risk) ?
> >
> > (2) Backtest a basket of equities (i.e, the whole S&P 500
list)?
> >
> > (3) Backtest a basket of futures ?
> >
> > I may add that all these backtesting are intended to run on
daily (EOD) data. May you share your opinion on the flexibility of
AmiBroker's language? I am experienced in Pascal.
> >
> > Thanks in advance for any reply. I'm looking forward to read
your opinion.
> >
> > Amit.
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
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