Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'amibroker'

Thinking of buying Trading Blox?

February 1st, 2010 · 68 Comments · Backtest, Software

Well, I am… Regular readers might think that I suffer from backtesting-software-indecision-itis. Having first settled for TradersStudio, I then evaluated (and purchased) AmiBroker and found that it was 25 times faster than TradersStudio (at least for the calculation of the e-ratio). However, AmiBroker is not really geared towards true portfolio allocation testing with Futures and […]

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How to decide on a Backtesting and Trading Platform

November 23rd, 2009 · 8 Comments · Backtest, Software

As an automated trader you probably need the following components: Broker Account – The starting point to trade in the markets Live Market Data – To feed to your trading robot so that it can generate trading signals. Most brokers provide market data with proprietary or third-party technology- although market data can also be obtained […]

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Amibroker vs TradersStudio: comparison

November 16th, 2009 · 9 Comments · Backtest, Software

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 […]

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Amibroker V. TradersStudio: Speed comparison Fight

November 10th, 2009 · 2 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 […]

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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 […]

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