Can AB and AFL do what I need?

AFL Programming
1

Hi there, thanks for jumping in and trying to help.
I am not new to AB but was some years away using other tools.

Acutually I am using python to develop, backtest and bot my crypto trading systems.
In terms of backtesting I am not happy with python or lets say not happy with the possibilities I can achieve with my skills. So I am trying to find a tool which could improve my backtests, but not sure if AB is able to handle this.

The main problem regarding every tool i was looking at, is that it is not able to handle a portfolio backtest with rebalancing the coins every day and build a new basket of coins with balanced equity.

Second problem is that I am calculating the relative strength of around 500 coins compared to each other and rate them regarding the value.

So could Amibroker and AFL handle both of my task, could I write a program which ranks my coins, pick the ranking and combine it with an entry signal and a market indicator and backtest this stuff with rebalancing every cycle I trade?

Thanks a lot for helping me!
David

2

Since your account isn't marked with License verified badge I assume you are on trial and I have moved your question to "Presale/Trial"

If you purchased license make sure you verify your license as explained here.

As to your question: yes AmiBroker can do rebalancing easily, see Knowledge Base:

3

Good morning.
Sorry there was a confusion with my registration and in the meantime I opened a forum user with another username you gave me after register again, but i was registered anyway some years ago and bought the product. So please move the spot back where it belongs to and DM me, maybe you can merge the account to the right one. Thanks David.

4

Hi there, thanks for jumping in and trying to help.
I am not new to AB but was some years away using other tools.

Acutually I am using python to develop, backtest and bot my crypto trading systems.
In terms of backtesting I am not happy with python or lets say not happy with the possibilities I can achieve with my skills. So I am trying to find a tool which could improve my backtests, but not sure if AB is able to handle this.

The main problem regarding every tool i was looking at, is that it is not able to handle a portfolio backtest with rebalancing the coins every day and build a new basket of coins with balanced equity.

Second problem is that I am calculating the relative strength of around 500 coins compared to each other and rate them regarding the value.

So could Amibroker and AFL handle both of my task, could I write a program which ranks my coins, pick the ranking and combine it with an entry signal and a market indicator and backtest this stuff with rebalancing every cycle I trade?

Thanks a lot for helping me!
David

So I know that you can do some kind of portfolio backtesting but still not sure If I could hold for example 10 coins and sell next day 4 of them and buy another 3, so ending up with 9 coins and had 6 of them before with balanced equity from the day befrore, so partially selling also the 6 I am holding to balance the equity.

Thanks again.

5

You were given the answer already. Ranking, rotation, scaling in/out are all possible in AmiBroker and the example is in the Knowledge Base:

6

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