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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AmiBroker tends to refer to this as the Advanced Portfolio Backtester Interface, but as it seems to be more widely referred to as the Custom Backtester Interface, I will use this latter terminology. Auth with social network: Step by Step Tutorial. PosScore is the position score value for that bar only, thus a single number.
Post as a guest Name. For the trade details, the Trade object has the following properties: The AmiBroker custom backtester interface provides three levels of user customisation, simply called high-level, mid-level, and low-level. The custom backtester interface template for a low-level approach is: And if we run an optimisation using a different backtest to aboveit will have a column near the right-hand end of the results: Provide a link to the source, and also a summary saved here so that future readers will understand – links can often go stale.
So in order to access elements of arrays you have to apply subscripts. And if we run an optimisation using a different backtest to aboveit will have a column near the right-hand end of the results:. In this example we only want to do the scale-out once, which introduces a new problem: The same syntax is used to access the methods of an bacmtester.
High level – custom metrics – cont. The AmiBroker manual already explains it in detail! For example, the Signal object only has a few methods that indicate whether the current bar contains an entry, exit, long, or short signal, or has a scale in or out signal.
Custom Backtester Interface – AmiBroker
The average is the total number of days winning trades were held divided by the total number of winning trades. They are used to store data the programmer needs.
They are essentially identical to ordinary functions, but perform operations that are relevant to the purpose of the object. Please feel free to ask any questions 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 inyerface more Trade objects ie.
But as Eric Idle once said, always look on the bright side of life.
Advanced users’ workshop: Custom Backtester Interface
The test for scale-in then looks custkm this: Channel Catalog Subsection Catalog. Note though, as can be seen above, that cstom application may not be the only thing sending data to the viewer. The required conditions therefore are: It would actually be nice here if the Trade object had a few user-defined properties, to allow the user to persist any values they wanted to throughout the life of a trade although this could also be done with static variables.
Because of complexity I will post code sample a bit later to the KB. Each of those components manages its own functionality and provides you with a amibrkoer of connectors and cables to join them all together to create the final application: In Optimization and Walk Forward testing AmiBroker allows us to choose the optimization target that determines optimum values of optimized parameters.
Using The Custom Backtester Interface To use your own custom backtest procedure, you first need to tell AmiBroker that you will be doing so. Symbol ; To include the value of parameters in the message, use the StrFormat function the same as for Plot statements: Another similar example, but this time scaling out a position once it has doubled in value, removing the initial capital invested approximately:.
Yes there is a problem in current beta, but it will be fixed next week. These levels are just a convenient way of grouping together methods that can and need to be called for a customisation to work, and conversely indicate which methods cannot be called in the same customisation because their functionality conflicts. Then in the custom backtest procedure:. Then in the custom backtest procedure: If a property is read-only, then you cannot perform any operation that would change its value.
The example presented below shows how […]. Custom Backtester Interface […].
AmiBroker Users’ Knowledge Base » AmiBroker Custom Backtester Interface
Implementing such functionality is actually easy with existing tools and does not require any OLE scripts. Start with the custom backtest template above Run the backtest Get the performance statistics or trade details Calculate your new metric Add your new metric to the results display That would look something like this: If running it over a portfolio, set the total cash value to be some multiple of the two initial values to allow that many positions to be entered simultaneously.
The high-level approach requires the least programming knowledge, and the low-level approach the most. To be able to modify backteeter backtest behaviour, the mid-level or low-level interfaces amibgoker be used.