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
AmiBroker's accuracy doesn't play a role in system performance (it is
accurate) what you probably mean is what kind of slippage you can
expect. The effect of slippage would depend on your average profit.
You can simulate and check the effect of slippage by increasing your
commission level.
Hi Jchi --
Herman is right.
When profits look too good to be true, the first thing I check for is a
future leak -- using data in the trading system code that is available to
the backtester that would not be available to the trader. Depending on the
code used, checking this might be as easy as
From: jchi18 inbox@gmail.com
To: amibroker@yahoogroups.com
Sent: Tue, 9 March, 2010 2:31:13 AM
Subject: [amibroker] Amibroker Perspective
What has been people's experience with Amibroker in terms of accuracy?
Initially, I found it very difficult to design a system that makes
