Amibroker 2: System Design & Testing in AmiBroker
Why should you use Amibroker?
System Design & Testing in AmiBroker
Key Features For System Desing & Testing In Amibroker
True Portfolio-Level Backtesting: Test strategies across multiple securities, considering realistic portfolio constraints, and evaluate how different money management techniques affect performance.
Dynamic Position Sizing: Position sizes can adapt based on portfolio equity, ensuring flexible risk management
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Blazing Fast Backtesting: Processes large datasets rapidly (e.g., a 10-year Nasdaq backtest in under a second), making it ideal for high-frequency testing and iteration.
Multiple Symbol & Time-Frame Access: Supports strategies using multiple symbols, timeframes, and currencies within a single system, enabling advanced techniques like spread trading or pair trading.
Scaling In/Out & Rebalancing: Systems can scale and rebalance positions at user-defined moments, making them adaptable to market conditions.
Customizability: Everything from reports to metrics is customizable, enabling traders to tailor equity and drawdown charts or create entirely new metrics suited to their strategy.
Custom Backtest Procedures: Users can fully modify backtest processes to create non-standard trade and signal handling, enabling innovations such as Monte Carlo simulations or unique metrics.
Scoring & Ranking: When multiple entry signals occur simultaneously, AmiBroker can rank and prioritize trades using customizable scoring systems, ensuring capital allocation to the best opportunities.
Rotational Trading: Dedicated functionality for sector or asset rotation strategies, allowing for automatic switching between preferred assets based on user-defined scoring criteria.
Flexible Stop Losses: Includes a variety of customizable stop types like fixed, trailing, and dynamic, allowing traders to control risk on a granular level.
Additional Features:
Mutual Fund Support: Manage restrictions like early redemption fees.
Futures Mode: Supports margin and point value calculations.
Custom Commissions: Adjust fees for individual trades.
Trade Emulation: Simulate slippage and delays to test realistic execution conditions.
Constraints: Handles specific requirements like round lot sizes and maximum trade values.
In-Depth Reporting: Offers 42 built-in metrics, profit distribution charts, and excursion charts for detailed performance analysis.
Unlimited Symbol Handling: Capable of backtesting the entire U.S. stock market without symbol limits.
AmiBroker's extensive features make it a highly flexible and powerful platform for both novice and advanced traders looking to design, test, and optimize algorithmic trading systems with ease.
