Welcome to my online repository of research and insights on automated trading system development
A couple of weeks ago I downloaded Amibroker to see if it could compute the e-ratio much faster than TradersStudio (it did!). The result of the speed comparison is there and the Amibroker code for the e-ratio is there. I thought it might be interesting to do a comparison of how easy it is to […]
Entries Tagged as 'afl'
Amibroker V. TradersStudio: Speed comparison Fight
November 10th, 2009 · 4 Comments · Backtest, Software
It might not capture the imagination as much as the recent Haye v. Valuev WBA World Heavyweight Championship fight (it probably might for some of you… ;-) but I decided to organise my own “fight”: AmiBroker V. TradersStudio! And similarly to the boxing, speed was of the essence – with one platform completely out-performing the […]
Tags: afl·amibroker·CSI·e-ratio·optimisation·performance·screenshots·tradersstudio
Amibroker e-ratio code
November 9th, 2009 · 32 Comments · Code, Development, Software
I recently posted about the e-ratio as a tool to measure parts of a trading system (the code files to compute the e-ratio in TradersStudio and Excel are also available). The e-ratio is supposed to be a quick tool to check how signals might add some edge to a trading system. However computing the e-ratio […]
