how to back test any afl

#1
hi traders n friens, i want to use amibroker and in our forum there are so many afl s here. how to backtest afl? shall we backtest every afl we have? if so what is the procedure to back test? pls tell me
thanks in advance
 

XRAY27

Well-Known Member
#2
Dear swapna ji
back test afl means if it got(afl) buy/sell signal ,stoploss,trialing stop loss ,exit..
then first check whether signal are re painting or the signal holds... then go with bar reply or
manually by checking each candle
 

suri112000

Well-Known Member
#3
Almost all of the AFLs available in this forum merely stand to show buy or sell signals. These AFLs donot cover trade management in the sense that the trade should be managed from the entry to exit. The AFL code if contains exit of trade either on hitting of stop loss or target, then the AFL can be backtested. Also AFL should close the trade by the end of the day and should not carry over the trade to next day particularly in case of intraday trades.

In absence of trade management in AFL code, the backtest results are not accurate and reliable.

The only option avaialble is to test it on bar replay in Amibroker which is tedious.
 
#4
suppose if we take atr type afl we get buy or sell signal . is this type afls possible for backtest for carry position also? i mean not for intraday trades. and is backtesting very hard for this type also?
 
Last edited:

rkkarnani

Well-Known Member
#6
hi traders n friens, i want to use amibroker and in our forum there are so many afl s here. how to backtest afl? shall we backtest every afl we have? if so what is the procedure to back test? pls tell me
thanks in advance
This maybe of some help....
Check this link :
http://www.traderji.com/advanced-tr...positional-trading-super-trend-indicator.html

The owner of this thread Cubt has backtested Supertrend Indicator in various time frrames. Supertrend being an ATR based indicator, maybe you can get some pointers on the thread or PM the owner :Cubt !!
 

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