1. The accuracy will depend on the selection of symbols. If you are working with highly liquid symbols, then the accuracy will be quite high. If you are working with thinly traded symbols, then results will be much more difficult to reproduce during live trading.
2. It seems highly likely that you have a future leak or have disabled the percentage of volume limitation setting in the AA window. 3. Many developers do not include any slippage at all in their backtesting. The argument being that if slippage alone were enough to cause a strategy to fail, then chances are the strategy was not worth trading in the first place. Otherwise, see the AA window Settings... for a variety of approaches. 4. A Poll was run a while back. You will have to vote to see the results. http://finance.groups.yahoo.com/group/amibroker/polls Mike --- In [email protected], "jchi18" <inbox....@...> wrote: > > What has been people's experience with Amibroker in terms of accuracy? > Initially, I found it very difficult to design a system that makes a decent > profit. However, I have recently designed a system that would have netted me > (through the backtester years 2000-2010) almost $1 billion dollars had I not > put an positionsize restrictions on it. Now that seems obviously unrealistic. > Now I made my positionsize a little more realistic (a scale of 10-30% of > current equity). And I am still coming up with $29 million over the past ten > years. I am wondering what I may be doing incorrectly. > > Here are some questions: > > 1. How accurate is amibroker with an EOD trend following design where I buy > or short on the open after the trigger? > 2. What sort of things do I have to be aware of to make the system more > realistic? > 3. How do you account for slippage in your EOD trading system? > 4. On a different note, what is the most profit that you were able to > backtest? > > I just want to understand and be realistic with what I have designed. I am a > little naive because I have already started dreaming about my new found > wealth. I would appreciate any thoughts. >
