True Portfolio-Level Backtesting

€1,000.00

For Amibroker 6.2

True Portfolio-Level Backtesting

Test your trading system on multiple securities using realistic account constraints and common portfolio equity. Trade portfolios to decrease risk/reward ratio. Find out how changing the number of simultaneous positions and using different money management affects your trading system performance.

Dynamic portfolio-level position sizing

Use current portfolio equity (sum of cash and all simultaneously opened positions value) to calculate new trade size, or use any other position sizing method by specifying dollar value or number of contracts/shares. Position size can be constant or changing trade-by-trade.

There is just too many things left to mention, including:

• Mutual fund support (early redemption fee, early exit restrictions)
• Futures mode (margin/point value support)
• Custom commissions
• Full trade price control (can emulate slippage) and trade delays
• Support for constraints like round lot size, tick size, minimum trade size, maximum trade value as percent of bar volume
• Detailed reports for all, long-only, short-only trades with 42 built-in metrics including Sharpe ratio, Ulcer Index, CAR/MDD and many others
• Profit distribution chart, Maximum Favourable Excursion chart, Maximum Adverse Excursion chart
• Automatic storage, maintenance and viewing of all historical tests conducted via the Report Explorer
• Support for all intervals (daily and intraday) and all instrument classes
• No limit on number of symbols under test (capable of handling enitre US stock universe