Systems, page-48

@sci9249 I just did a simple EMA crossover back test.  It took about 15 minutes to set up.  The backtest took only a few seconds to complete.  I used most of the original settings including the $10,000 original capital and applied $10 Brokerage via the Amibroker Backtester User Interface.  The stock list that I had handy is the ASX300 so I used that.  The code, which overrides any settings in the User Interface Backtester Settings, is provided below.  Some of the Backtester reports are shown below as well.  You get a full trade list that can be copied into Excel as well.  You can generate just about any statistic you want via the BackTesterCutomProc procedure functionality.

I wouldn't attempt to trade this system.  It went broke by the start of 2015.  If it was a system I wanted to trade I would take a number of trades from the trade list and have a look at the individual charts just to ensure that the system was in fact doing what I wanted it to.  Actually if you look at the total transaction cost this is the sort of system my Broker would like, they made $12,980 and I lost $10,000.