Running portfolio

I have created a trading system that I would now like to run for real however I'm having a hard time figuring out if AmiBroker has a viable option for actually tracking / running a live portfolio.

  • Create a potential system = yep!
  • Validate with backtest/walk forward = yep!
  • Use exploration to find buy / sell triggers = yep!
  • Use system rules to tell me what price the stop loss should be, how many shares to by, track performance, etc, etc = no idea!

I'm stuck to the point that I'm considering just copying all the rules out of AmiBroker into Excel but this seems like such a duplication of effort I'm sure I'm missing something.

Apologies if this is a total noob question but I have totally failed to find an answer through search, everything relating to AmiBroker and Portfolio just returns information relating to running backtests.

How do you all do this?

Any pointers appreciated.

The easiest idea is actually to re-run backtest each day with "Add artificial future bar" option turned ON. This will present entry signals for next bar (if you see new "Open long" or "Open short") or exit (if trade is exited on very last bar). This way you will get simulated performance updated all the time as you trade the system and you will be able to compare it with actual performance and you won't need to run exploration.


Ah, great...I will give that a go, thanks for the help!

I have noticed when I run a BT on the weekend for my next weeks buys and sells, the ex.Price it shows is not the actual close of that weeks bar but some kind of average, can you tell me how that detail is calculated. As you can see below CHN actually closed at the end of the week at $7.17. I am using the Artificial Future bar as well.