3/14/2023 0 Comments Amibroker risk adjusted return![]() Changing the input format would also require to update the formula to match the input. ![]() It is important to remember that this particular code can work with input files of identical format (columns in identical order, signals specified with exact Buy / Sell words, position sizes specified as shares). We can read and backtest such input with the formula presented below. A convenient way would be to use an input file in text format, which could store information about trades, including the type of transaction (buy or sell), dates and position sizes. To achieve that, first we need to create an input information for AmiBroker where it could read the trades from. Apart from testing mechanical rules based on indicator readings, backtester can also be used to generate all statistics based on a list of pre-defined trades, list of our real trades from the past or a list of trades generated from another software.
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