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sci9249

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17/01/19

18:21

Post #: 37147742
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Originally posted by wilfran1pm: ↑

@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.

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Thanks wilfran. So there’s an actual backtester wizard or template or is that the afl thing u told me about? Or did u write all that code manually?

XTO Value at posting: 4,830.5
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