Backtest/Optimization/WFO speeds and capabilities

AmiBroker
, ,
#1

This post was flagged by the community and is temporarily hidden.

#2

Sorry, but you suffer from Dunning Kruger effect. You are newbie, know nothing about AmiBroker yet you make statements like you were authority, but you are not.

  1. Yes. This is what optimization does. And you can save it to file (File->Export).

  2. What nonsense is that? AmiBroker is way faster than Tradestation ! There was some benchmark online done several years ago showing that AmiBroker outperformed Tradestation by factor of 20x.
    And sorry but you are fooled by your ignorance. Your numbers are wrong. You don't know how genetic optimization works. It does NOT do 10 million iterations. It does small fraction of it (less than 1%). You are ignorant enough not to distinguish between search space and number of iterations. To compare speed run exhaustive optimization on SAME data set and SAME symbol and SAME trading system. Then you will see that AmiBroker is at least 10 times faster than Tradestation. Since TS is limited to single security only, don't forget to use "Individual optimization" in AmiBroker to compare apples to apples.

  3. Regarding the WFO grid search concept, AmiBroker has a similar functionality called Walk-Forward Optimization (WFO). It allows you to optimize your trading system parameters on a rolling basis, using a sliding window of in-sample and out-of-sample data. You can find more information about WFO on our website. Read The Manual. It is all there!

  4. Lastly, AmiBroker does support running multiple studies in parallel, each with its own basket of instruments. Again: read the manual. It is all covered there.

Bottom line AmiBroker has everything that Tradestation offers plus much more (portfolio backtesting, rotational trading, etc), more performance and lower cost and does not attach you to any single broker.

And you should start with reading the manual first. If you don't you are unfortunately adding to sad fact that nonsense is spread on the internet at least 6 times faster than truth.

PS. Funny thing is that a couple of years ago Tradestation people approached me with and made an offer to BUY my entire company because "AmiBroker has superior portfolio level optimizer and backtester and they wanted to have one in TS". And I said no, because they just wanted to get the good stuff from AmiBroker and leave my users out of the water. Even TS guys know that their soft is nowhere near AmiBroker.

4 Likes
#3