|
PureBytes Links
Trading Reference Links
|
1. The accuracy will depend on the selection of symbols. If you are working with highly liquid symbols, then the accuracy will be quite high. If you are working with thinly traded symbols, then results will be much more difficult to reproduce during live trading.
2. It seems highly likely that you have a future leak or have disabled the percentage of volume limitation setting in the AA window.
3. Many developers do not include any slippage at all in their backtesting. The argument being that if slippage alone were enough to cause a strategy to fail, then chances are the strategy was not worth trading in the first place. Otherwise, see the AA window Settings... for a variety of approaches.
4. A Poll was run a while back. You will have to vote to see the results. http://finance.groups.yahoo.com/group/amibroker/polls
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "jchi18" <inbox.chi@xxx> wrote:
>
> 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.
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
amibroker-digest@xxxxxxxxxxxxxxx
amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|