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March 6, 2014

Points-only backtest

Some users coming from Metastock ask for “points-only” test.

One needs to know that AmiBroker features way more sophisticated futures mode than MS ever had: http://www.amibroker.com/guide/h_futbacktest.html
It provides full support for futures trading, handling margin deposit, point value, etc.

“Points-only” test is kind of the simplest possible case, but if you want to do just that, it can be implemented using these two lines:

SetOption("FuturesMode", True );
SetPostionSize( 1, spsShares ); // trade just 1 contrac

That is all what you need to add to your formula to get point-only test.

Related articles:

  1. Position sizing based on risk
  2. Per-symbol profit/loss in a portfolio backtest
  3. How to display indicator values in the backtest trade list
  4. How generate backtest statistics from a list of historical trades stored in a file
  5. Historical portfolio backtest metrics

* Filed by Tomasz Janeczko at 4:37 am under Backtest
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