Amibroker backtest engine mechanism


#1

Hi all,
I’m considering to buy ab
But before that I would like to know how does backtest engine of ab works.
I have done a little search and found nothing about this question so here it is.

1.Does ab support intrabar execution?
How does it work/ what are the settings for it?

  1. How does ab assume the entry and exit price of a bar?
    Usually each bar has ohlc, is it possible to specify which price for the entry/exit or ab does some kind of assumption? And what may it be? This is important because the very same bar could have different movement formation.

  2. In one of other software the sl and tp function is a hard one, which means it is executed instantly when trigger but not next bar, no matter intrabar execution is on or off.
    Similar to first question, which price will be used for intrabar sl tp in case of on/off intrabar execution?

  3. I heard ab uses a matrix based calculation, I don’t understand it very well, how is it different to other software which is bar loop based?

I’d appreciate if you could answer me or show me a link for some reading myself.
Thank you.


#2

You will find answers in tutorial:

http://www.amibroker.com/guide/h_backtest.html (controlling trade price and stops)
http://www.amibroker.com/guide/h_portofolio.html
http://www.amibroker.com/guide/h_understandafl.html (array processing)


#3

Thank you, will have a deeper look


#4

Hi, I’m experiencing a strange problem when running a backtest. The first time I run the EA, I get no results at all. The second time I run it, it works. However, the Portfolio Equity remains unchanged at 100.000. The third time I run it, it works perfectly. Anyone can help me to understand what may be happening?

Yours,
Claudio

Moderator comment: Next time when you post something not directly on-topic create NEW topic instead of hijacking old.


#5

Hi Claudio

You may want to try using the Detailed Log to figure out what’s going on “behind the scenes”.

Also the excellent advice in this post will help: How do I debug my formula?