Australian (ASX) Stock Market Forum

backtesting

  1. Trav.

    Amibroker System Backtesting

    For those interested I ran an optimisation on my PositionSize for one for my strategies I am playing with and bellow are the results. Before Fixed PositionSize is 10k After is a mixture of 5k to 15k and definitely not what I would have expected VolatileBear, 15000 QuietBear, 5000 QuietBull...
  2. STEHAR

    System testing/backtesting: any pros out there to hire?

    Tried option trading 30 years ago, you know - the three legged stool thing -1) money management, 2) system for entry and exit and3) DISCIPLINE to adhere to the rules in the first two legs. First two were successful but crashed with discipline. Still have money management skills and...
  3. C

    Amibroker and backtesting UK stocks priced in pennies

    Hi. I've tried all I can but can't find a solution to this. Can anybody help please? I'm trying to backtest UK stocks UK stocks are priced in pennies eg BHP on the London market is displayed and priced at 1657 (16 pounds and 57 pennies) I run a backtest and say this position size is for $5000...
  4. P

    Amibroker Backtest Script

    Hi All Happy 2019 to everyone. I am a FX and Equities trader from the Sunny UK and recently moved to Aus. I have decided to move away from my MT4 platform and am using Amibroker. I am a trader not a programmer and having a difficulty to create a back test script. EMA30 = MA( C,30); Buy1 =...
  5. T

    Backtesting Wyckoff Method

    Gday I am about to read through the Wyckoff course for the second time. This time taking notes. I am also finishing up master the markets for the second time. I have also been paper trading with success on Stockwatch and ASX game. The question: Can I backtest These strategies . I have...
  6. rb250660

    Trading Model Metrics

    With regards to trading model development, what metrics are the most important to you? The discussion assumes proper model development procedures have been followed. Lately I have been spending a lot of time on the development of new models. I look at the following things: - Net profit - CAGR...
  7. jjbinks

    Ideal backtesting

    Hi guys, I have recently got into trying to develop a mechanical system for trading in Amibroker. I haved coded the system and am optimising parameters but was wondering what the best way to do out of sample testing is. Curently I am developing my code on data from 2000-2010. Would it...
  8. J

    Issues when backtesting the top 200 stocks in Amibroker

    Sorry for the newbie question, but whats the best way to backtest/optimize in amibroker using the top200 stocks? From my reading on this forum the ASX200 is adjusted quarterly meaning the longer I go back in my testing more inaccurate the results are. Is this correct, I am using Norgates...
  9. J

    Amibroker, Norgate Premium Data Backtesting Question

    Finally took the plunge and invested in a copy of Amibroker and a subscription to Norgates Premium Data :) I Apologise in advance if my terminology is incorrect. When BackTesting the default is "Apply to *All symbols" I have noticed that indexs like the ASX100, ASX200 etc all appear as...
  10. F

    How to Backtest S&P/ASX 200 Index with Amibroker?

    Hi Guys, I'm a newbie here want to backtest my trading strategy over S&P/ASX 200 Index. :confused: Here is my break down steps: Create a new database in AMIBroker Download S&P/ASX 200 Index intraday history data Import data into AMIBroker database Write foumula and back test it...
  11. J

    A problem when backtesting in Amibroker

    hi guys, I'm kind of new in Amibroker and i have a problem when I try to back-test my strategy when I write buy= cross(rsi(14), 70) the actual buy price is the open of the candle which is not what I'M looking for because most of the time is below 70. in reality rsi has crossed the 70 line...
  12. K

    Amibroker - How many are actually earning?

    Hello everyone, Sorry to start a new thread, but I was finding it difficult to get this info. I am a newbie, wanting to start some trading. I have done some long term investing in shares before, but I would now like to do short term trading. I have read about traders developing strategies on...
  13. N

    Backtesting open vs. close price

    All the back testing I've seen, seems to use close price for back testing. If someone trades at EOD, so at the end of the bar, the action is taken on the close price. But if an order is placed, it would be executed at the open price of Day+1 ignoring slippage. Then at the end of Day+1...
  14. N

    Dilution factors and backtesting

    When back testing indicators they need to be done on the adjusted close price, or else stock splits could send the system haywire. If you look at any historical information they give you open | high | low | close | vol | adj close But some technical indicators need the high/low/vol...
  15. H

    Best/Cheapest way to backtest Options Strategies

    Very simple question for any Options traders out there. What's the best website/software for backtesting Options Strategies ? Any recommendations?
  16. KnowThePast

    Software for Fundamental data backtesting - your opinion is needed

    As some of you may know, I've been writing some software to backtest on fundamental data among other things. A few people on and off the forum have expressed interest in me making it publicly available. I would be very greatful if everyone could voice their opinion to help me decide whether it...
  17. A

    Portfolio Backtesting in Excel 2003

    Hi again, I've decided to start my 2nd thread and hence my 2nd GNU C++ project put forward on this forum. Again this uses Excel 2003 and another DLL. In a Nutshell, the computer programming involves taking a universal list of trades (generated elsewhere) that you could all take given...
  18. M

    Backtesting Stock Option strategies

    Hello, I am a bit new to options trading and I have a few ideas how to start my trading. I have used some stock screeners to find a good optionable stocks. I am also using these to build vertical credit spread strategies where reward is 10-20% vs risk and breakeven point is far from existing...
  19. M

    Amibroker: Help with loop + backtest

    Hello, guys! First post and I'm already asking, hun... :rolleyes: I've been working on a simple system 1 - buy when the prices are above the MA and it touchs the MA (At the price of MA. I call the point of the touch "ProjectedMA" 2 - Sell when the prices are above the MA and it...
  20. J

    Backtesting based on fundamental data

    Anyone been successful in backtesting based on fundamental data (pe ratio, dividend yield, debt ratio etc.) as opposed to more conventional bactesting on technical data (price, volume etc) Lets just say I wanted to compare -25% lowest p/e stocks vs the index or -top 20 by debt yield vs...
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