$TICK $ADD and Market profile data backtesting


#1

Does Amibroker have the option to backtest data based on the $TICK and $ADD (advance/decline), or the Market Volume Profile market indicators? If not how do you manually add these data and indicators onto the software ?


#2

Crystalball,

If you have the Data, AmiBroker can work with it. Check out the “Foreign Functions” in the User’s Guide.

As I am not sure what the Market Volume Profile market indicators are, I can’t comment specifically on them. But again, if you have the data (of the data required for the calculation of the indicators) AmiBroker can work with it.

Hope that Helps.
Snoopy


#3

The functionality to build the advance/decline line is built into Amibroker.
https://www.amibroker.com/newsletter/04-2000.html

There is also an ADLine function you can use. Also see here:
https://www.amibroker.com/guide/t_adline.html

For $TICK, you’d need Tick level data for the stocks, then you could construct it by looking at the change from the last tick and using either static variables or a composite to aggregate it.