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Tomasz,
Thanks for your response.
I'll take this as a no, and that is ok. Not every package can do everything. Certainly AB excels in a lot of areas and that is why I am migrating many tasks over. However, the usefulness of a feature like this is it becomes possible to quantify WHEN best to shutdown a system through testing different shutdown (easy) and restart (not possible w/o virtual trades) triggers. There are a lot of other very interesting ways of using this as well when it comes to creating adaptive techniques but that is neither here nor there.
If you ever have any interest in introducing something like this to AB, I would, for one, welcome it. VirtualBuy and VirtualSell. The results would be accessible through their own backtester objects, bo.GetVirtualPerformanceStats(0), etc.
Thanks.
B
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Simply perform backtest everyday - it *is* actually executing virutal trades.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "bh.hicks" <bh.hicks@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Friday, April 24, 2009 10:59 PM
> Subject: [amibroker] virtual trades (not IB paper account)
>
>
> > 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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------------------------------------
**** IMPORTANT PLEASE READ ****
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This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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