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.

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Advanced users’ workshop: Custom Backtester Interface

With Custom Backtest procedure we can easily isolate these components by summing up profits and loses from individual backktester, then subtracting trading gains from the Net Profit and report them as separate metrics. Low-Level Interface The low-level interface provides the most flexibility to control backtester operation.

It simply allows custom metrics to be defined for the backtester results display, amibrker trade statistics and metrics to be calculated and examined. ProcessTradeSignals bar ; bo.

Copyright C AmiBroker. Note that the bo. Each Signal object holds the details of one signal at the current bar ie. Instead they call a Backtester object method to get the initial value the first Trade object and then another member to get the next value the next Trade object.

Only developers working on the object itself care about them. Note that the property sig.

For example, in the main AFL code: Instead, you can split it into two strings and concatenate them: Trade delays are set to zero to avoid confusion and conflict. Too much and it can be like looking for the proverbial needle in a haystack. The custoj buy signals there are in the Buy array, the lower the value needs to be to avoid giving unrealistic results.


Properties can be read and written much the same as any other variable, just by using them in expressions and assigning values to them although some properties may be read-only. Firstly, the DayInYear function: I tried to use the Score property first, but that turned out to be read-only, despite AmiBroker help not mentioning that fact.

Amibroker Custom Backtester: Step by Step Tutorial – Trading Tuitions

Amibroker uses object oriented model for custom backtesting. Week Java Programming. The loops are iterating through the list of trades, not the bars on a chart.

Loop is code that repeats itself a certain number of times There are two types of loops: About project SlidePlayer Terms of Service. Number of stopped-out trades as a custom metric. A loop is required to iterate through all bars of the chart.

Custom Backtester Interface – AmiBroker

As with the Trade object in the earlier example, the inner for loop iterates through the list of signals at each bar, not through all bars on a chart. The example presented below shows how […]. Secondly Equity function is single security function.

In order to post comments, please make sure JavaScript and Cookies are enabled, and reload the page. So the for loop conditions here are just saying start from the first Trade object, at the end of each pass get the next Trade object, and keep doing that until there are no more Trade objects ie.

Implementing such functionality is actually easy with existing tools and does not require any OLE scripts.

However, if it got stopped out and the same stock subsequently purchased again, that would show as two trades in the list. And finally, before anything else can be done, a copy of the Backtester object is needed:.


It could be as simple as a missing semicolon, or as complex as a complete misunderstanding about how something is supposed to work. Any parameters are passed to the method in the same manner as to ordinary functions:.

The test for scale-in then looks like this: Click here cutsom instructions on how to enable JavaScript in your browser. However, since the backtester at this level is not run in the context of a particular symbol, the data must be saved to a composite symbol in the main code or perhaps a static variable and referenced in the custom backtest procedure with the Foreign function.

Methods are called in much the same way as other functions, but again the syntax is a little different due to them being methods of an object interfcae than ordinary functions. Registration Forgot your password? The first for loop iterates through the closed trade list, and the second through the open position trade list. Contact us about this article. This AFL will add a metric in the trade log which will specify 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.