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Does Amibroker have a mechanism for executing virtual trades during backtesting and tracking those results independently from actual trades? As I mentioned in my flurry of questions last week, I am in the process of migrating some stuff over to AB from Traders Studio and TStudio has a way of doing this.
If not, there may be a work-around. The way I use it is a system is coded to track the performance of the past n-trades to longer historical performance metrics and has the ability to shut itself down during periods of under-performance. That is the easy part. The virtual trades however allow the system to keep trading itself virtually and can turn itself back on when the n-trade expectancy rises back to some predetermined level. This allows backtesting results to mirror the affects of doing in real-time what is a relatively intuitive thing to do when a system starts to under-perform.
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