Programming to backtest

• 30 November 2010

• #1

goponcho

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Hi, i was wondering what kind of programming skills/languages are required to backtest?

I want to eventually trade a mechanical system.

Is an indepth knowledge of excel needed? Any good sites / books / ebooks which can help?

 

• 30 November 2010

• #2

goponcho

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Well, i mean, are required in general to become a proficient trader/investor?

Thanks!

 

• 30 November 2010

• #3

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Amibroker is a good place to start.

http://www.amibroker.com/

There's the Amibroker FAQ thread here, happy to answer any questions you may have:

https://www.aussiestockforums.com/forums/showthread.php?t=1679

 

• 1 December 2010

• #4

goponcho

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Thanks for the link to AmiBroker.

I've heard it mentioned, but is AFL the only programmin language required to use it to backtest?

Just trying to broadly figure out what 'programming skills' i will require to learn in the future

 

• 1 December 2010

• #5

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goponcho said:

I've heard it mentioned, but is AFL the only programmin language required to use it to backtest?

Click to expand...

Yes, there's not much you can't do in native AFL. Amibroker also allows other common languages to be used but learning AFL would be the main priority IMO.

 

• 1 December 2010

• #6

goponcho

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Okay thanks bud

 

• 1 December 2010

• #7

Synergy

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I downloaded amibroker today for a trial, but can't seem to find where to actually type the code.

I can use their built in code creating tool, but I couldn't edit the code it created.

Is this a limitation of the trial?
Hopeing it's not.

Have to say, from what I saw in the 30 mins I played with it, I was pretty disapointed. Plenty of indicators to program in, but not many mathematical functions. Need to give it a bit more time still though.

 

• 1 December 2010

• #8

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Synergy said:

I can use their built in code creating tool, but I couldn't edit the code it created.

Click to expand...

These 2 links should get you started:

http://www.amibroker.com/guide/h_indbuilder.html
http://www.amibroker.com/guide/w_afledit.html

Synergy said:

Have to say, from what I saw in the 30 mins I played with it, I was pretty disapointed. Plenty of indicators to program in, but not many mathematical functions. Need to give it a bit more time still though.

Click to expand...

Here's a list of AFL functions, about half way down is a list of maths functions.

http://www.amibroker.com/guide/afl/afl_index.php?m=2