Thanks for everyone's input. I've been searching for a forum to ask questions about amibroker but got little response. I did find a fault in my formula. It was looking at a future variable and I found it in the code check. I guess I can't vacation all year round in hawaii after all.
--- 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. >
