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What has been people's experience with Amibroker in terms of accuracy? Initially, I found it very difficult to design a system that makes a decent profit. However, I have recently designed a system that would have netted me (through the backtester years 2000-2010) almost $1 billion dollars had I not put an positionsize restrictions on it. Now that seems obviously unrealistic. Now I made my positionsize a little more realistic (a scale of 10-30% of current equity). And I am still coming up with $29 million over the past ten years. I am wondering what I may be doing incorrectly.
Here are some questions:
1. How accurate is amibroker with an EOD trend following design where I buy or short on the open after the trigger?
2. What sort of things do I have to be aware of to make the system more realistic?
3. How do you account for slippage in your EOD trading system?
4. On a different note, what is the most profit that you were able to backtest?
I just want to understand and be realistic with what I have designed. I am a little naive because I have already started dreaming about my new found wealth. I would appreciate any thoughts.
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