The Amibroker custom backtester interface provides three levels of user customization, simply called high-level, mid-level, and low-level. 1 Advanced users’ workshop: Custom Backtester Interface 4/19/ Advanced users’ workshop: Custom Backtester Interface by Tomasz Janeczko, Amibroker. 1 Topographic Surface Anatomy. STUDY AIMS. At the end of your study, you should be able to: Identify the key landmarks.

Author: Marisar Dolabar
Country: Dominica
Language: English (Spanish)
Genre: Personal Growth
Published (Last): 21 August 2006
Pages: 289
PDF File Size: 7.90 Mb
ePub File Size: 3.14 Mb
ISBN: 589-4-93054-468-2
Downloads: 85674
Price: Free* [*Free Regsitration Required]
Uploader: JoJozragore

Firstly, the DayInYear function:. Now the DayCount function:. The modern programming paradigm is called object-oriented programming, with the system being developed modelled as a set of objects that interact.

Amibroker Custom Backtester: Step by Step Tutorial

Are you the publisher? The test for scale-in then looks like this:. And finally, before anything else can be done, a copy of the Backtester object is needed:. To use your own custom backtest procedure, you first need to tell AmiBroker that you will be doing so. The only thing to be aware of is where a single string inside double quotes needs to span multiple lines.

AmiBroker help has an example of using the high level interface to add a custom metric. Another similar example, but this time scaling out a position once it has doubled in value, removing the initial capital invested approximately:. Ok, so the manual explains it, but a you didn’t mention that as a reference source, and b the purpose of Jnterface is also to build up a repository of knowledge. AmiBroker help details which levels each method can be used with. Custom Baccktester Levels The AmiBroker custom backtester interface provides three levels of user customisation, simply called high-level, mid-level, and low-level.


Will get back to you soon. The random PositionScore array also helps with Monte Carlo testing. It consists of two functions, the DayCount function itself, and a DayInYear function to calculate the current day number in a year for a particular date.

Historical amibroket backtest metrics. The scale-in position size is equal to half the injected capital. The low-level interface provides the most flexibility to control backtester operation. The statement if sig. In the end though, interfxce is only for readability purposes. This is possible with Custom Backtester Interface, which allows to modify the execution of portfolio-level phase of the test and among many other features adjust report generation.

They are essentially identical to ordinary functions, but perform operations that are relevant to the purpose of the object. As another example, say we want to list for each winning trade how far above or below the average winning profit it was as a percentage, and similarly for each losing trade, how far above or below the average loss it was as a percentage. As it backtrster out upon testing, GetProfit does in fact work as expected.

Note that we only need to consider closed trades in this example, as counting open positions would not accurately reflect the number of days trades were typically held for.


Articles on this Page showing articles 1 to 11 of Daily Loss Limit Ask Question.

Custom Backtest – AmiBroker Knowledge Base

The first for loop iterates through the closed trade list, and the second through the open position trade list. Channel Catalog Subsection Catalog. Currently there are two ways: Conclusion That pretty much covers the use of the custom backtester interface at all three levels.

The interface also exposes the signal object, stats object and trade object, but only object directly accessible from AFL is Backtester object, all other objects are accessible by calling Backtester object methods as shown in the picture below. Amibroker uses object oriented model for custom backtesting. Loop is code that repeats itself a certain number of times There are two types of loops: And if we run an optimisation using a different backtest to aboveit will have a column near the right-hand end of the results: As any comparison with a null value is always false, provided the test is for the True condition then the IsNull function is not needed: Trade delays are set to zero to avoid confusion and conflict.

Previous post: