1. U

    Robust, reliable and replicable strategy framework

    Hello everyone, Robust, reliable and replicable strategy framework Robust Could be statistically tested Can be used to generate live orders Compare performance against expected vs actual trades to spot out errors Easy to get started without too much technological stuff (installation and...
  2. M

    How to Show Exact Trade Price in Backtest Window

    Dear All, Here I have Attached Backtest Window Screenshot. Here Price and Ex.Price are showing Candle CLOSE Price. I want to show here Correct BUYor SELL or SHORT or COVER Price Details. Can you help how to do this ?
  3. P

    backtesting settings

    hi, i tried many systems afl for backtesting on EOD NSE data. all systems are showing 100-90% loss only. Is this issue of systems or backtester settings. What are typical backtester setting requried for NSE EOD data? Please share profitable system AFL & along with back tester data...
  4. A

    Dealing with multiple time-frames in Amibroker for backtests.

    Hi all, I want to generate the signal on an hourly bar , but the trailing stops should run on 1-minute bars since trailing stop on hourly bar wouldn't work in real time. Settings are as follows: Generate signal on hourly bars and trailing stop loss at 0.3% with no fixed target. I don't...
  5. P

    Missing buy/sell variable statements during backtest (amibroker)

    While doing backtest of the following script in amibroker, I get 'missing buy/sell variable assignment' error, though I have assigned buy/sell variables in the script. **************************************************************** function isBuyCond() return (C[BarCount-2] >...
  6. TradeMind

    Struggling with my first AFL code

    Dear experts, I learned a basics of AFL coding and now I am trying to do some backtesting using following strategy: Buy at RSI(7) <= 30 Sell when price is greater than last bought price + 1 rs or if that condition is not met sell at next RSI(7) >= 70 I could do simple AFL backtesting...
  7. A

    Amibroker Backtest Settings Template

    here is the all the amibroker backtest settings. Some settings can not be set using AFL. // Initialize the trading parameters //EnableRotationalTrading(); BuyPrice = SellPrice = ShortPrice = CoverPrice = Open; SetTradeDelays( 1, 1, 1, 1 ); //SetFormulaName( "TEST" ); SetOption(...
  8. M

    Whats your opinion about Rizm algotrading and backtesting

    So i have been searching for an online back testing site and came across RIZM which offers back testing and algo trading for US markets. I have tried their algobuilder and its very nice and we dont need any kind of programming skills. Whats your opinion about this site?Is the backtest results...
  9. M

    What is drawdown and how it affects our trade and trading capital

    Can you tell me in a simpler words what is a drawdown which is calculated during backtest. How it affects our trading capital and trades. Does drawdown means percentage of loosing trades
  10. B

    Introducing new iPad app for backtesting...CONFIDANT

    Hello Everyone, I wanted to share with everyone the new backtesting app I just launched for iPad called CONFIDANT. It's all about letting you customize your ideas (pattern-based) and see if those ideas could be profitable. I hope you will check it out, and find it useful and essential...
  11. R

    Wanted-Afl code so symbol is not traded second time in a day-afl code

    I want to know the afl code to prevent a symbol from being traded second time(after a stoploss hit) in a intraday(5min) time-frame.the backtester should skip this symbol and consider other symbols in the watchlist. Would request the amibroker afl experts to guide me on this.
  12. Cubt

    Nifty Positional Trading - Super Trend Indicator

    Guys, with regards to my old thread about Swing Trading system for Nifty, there were many major flaws hence decided to quit that system and continue with my old system that am familiar with. I have back tested it with 6 years of data from 2008 to 2013 October. System Methodology: Using Super...
  13. Cubt

    Nifty Swing Trading System - Back tested - Highly Profitable Results

    I have back tested a Swing Trading system for Nifty. I have back tested it with 4 years of data from 2008 to 2011. As I do not have historical data for the remaining periods I couldn't test further. The results are amazing. I have been using this system since one month now and total no of...
  14. A

    EMA crossover backtest

    Dear friends, For some time now, I was going through different trading strategies, felt comfortable with EMA crossover strategy. So decided to backtest various EMA crossovers and ended up with the results posted below. More experienced traders, please have a look for the genuinity of results...