Wednesday, January 13, 2010

Playback to Bracket Trader

There are two ways to backtest that I know of using Amibroker;
Use the backtester
use the playback feature

Backtester - This requires some coding, coding that isn't required when trading live with Amibroker, Bracket Trader, and TWS. You have to watch out for a whole basket of different issues that can creep into the test. It remains a valuable tool.

Playback simulation - This is a great tool for practicing discretionary trading. It's also a great tool for testing your Bracket trader (BT) interface / system. If it would just work! I searched high and low and the net for some information on how to do this, or code that I could simply drop into Ami that would "make it happen". The good news is that I've finally got it to work, and surprisingly it wasn't to difficult to code, but getting the bug out was an issue.

Ive used it to test several days of 1 minute HSI system with BT to get the stats from it. The last thing I just completed tonight was exiting positions near the close. Still a few issues to work out with that. Still, the most difficult part is finding a system that generates a profit, I'm looking for a winning ratio of 40% or better.

Is anyone else using Amibroker playback in this fashion?

I was contemplating doing a video on this and posting the code. Not sure I want to spend the time to do it though.

2 comments:

  1. Hey Great post, there are a lot of sources on the internet to get free ebooks.

    You just have to know where to look, There is one on my site.

    The internet is a great place for learning.

    ReplyDelete
  2. Glad to know that you have managed to code Playback simulation.Pl. share the code.My yahoo ID is zzparth@yahoo.com

    Thanks

    ReplyDelete

Let's hear what you have to say!

Disclaimer

The information presented on this site is for educational and entertainment purposes only. This site contains no suggestions or instructions that you must follow, do your own research and due diligence before committing your cash to the markets. Your on your own.