Australia's largest stock trading and investment forum Australia's #1 stock forum

XTO

Click for more information

0.74%

6,969.6 s&p/asx 100

definitely not a competition mate i'm only hanging on with them...

First 46 Last

Share
Profile

Follow
sci9249

1,584 Posts.

44

17/01/19

16:31

Post #: 37146491
Share

Originally posted by wilfran1pm: ↑

Sorry Sci for taking so long to get back to you but the “2 positions per day” requirement is something I hadn’t considered previously. So I did a google search and sure enough someone had solved the problem and posted a solution on the AFL Forum. They used a “SetCustomeBacktestProc” procedure, something I am just learning about. Anyway my reply to your post follows:

So Sci I hope this isn’t some sort of system challenge, i.e. VV vs Amibroker. Although that wouldn’t bother me that much. Using the system you are familiar with and in which you can accurately model the execution of real trades, and knowing that your simulations/backtests are accurate is more important than the time it takes to set up a test.

In Amibroker you can set up a backtest simply by using the Backtester Options User Screens, or you can do it all in code using “SetOption” functions which is my preferred way of doing things.

Now back to your question. The basic system, i.e. the rules that specify the Buy and Sell signals and incorporates the XJO market timing rules wouldn’t take that long. I don’t have access to FA data like “dividend yield” hence I’d need a different ranking criteria/function. I had a quick look at the Amibroker Help manual and they provide code for a long/short MA crossover system but it includes optimization functions that determine the optimum position quantity, i.e. it tests for the maximum number of stocks in the portfolio from 1 to 20 in increments of 1. So it would be a little bit more work than a copy and paste in order to simplify the test code.

In the system parameters requirements I know that Amibroker can handle all except for the following:
-         The 2 positions per day requirement. Although it could be handled in code.
-         Don’t buy the same stock for 20 days. Once again could be handled in code.
-         Limit 3 stocks per industry. FA info that Amibroker can use but I don’t have.

With the test period, my data goes back to 2007 but it isn’t “Historically” accurate. I forget the official term for this, is it survivorship bias, but basically if a stock has been delisted in the time period from the start of my data then it is no longer in the database.

I just viewed your most recent posts. Yes VV is pretty good at this type of backtest. I’m impressed that you can now include MA crossover signals in the tests. That’s something that wasn’t available to me when I had a VV subscription. What other TA Indicators do they support these days? Can you develop and code your own indicators in VV now? An email that you can contact me on is [email protected].

Cheers
Wilf

Expand

definitely not a competition mate i'm only hanging on with them by a thread im just trying to suss out the advantages and disadvantages of each. more or less trying to work out why im paying more.

so realistically if you leave out those 3 things you listed how long would the system take to code? i kind of cheated and did one that i knew was easy so lets say if you gave me something pretty difficult, if it was within the functionality of the program itd prob take me 20-30.

yea they have extended technical searches now but its with the protrader add on and i have a bit of a gripe with it, i actually sent off an email this morning. they don't offer enough stop losses which makes this add on package not worth it for me.

heres the new searches.

XTO Value at posting: 4,830.5
1 Upvote

0 Great analysis

Reply

Top Stories

BTH

Bigtincan's Board backs Investcorp offer: Why a NASDAQ listing could be game-changing

AN1

CuFe sells its Crossroads gold royalty to Northern Star for $4M cash; says better than waiting for mine launch

Week 46 Wrap: Copper hits 2mth low as Trump threatens net zero pace; US rally fades; HotCopper’s picks

LYN

InhaleRX gains approval for clinical trial to test non-opioid therapy for cancer pain

HotCopper Highlights: Your most watched stocks for Week 46, 2024

EDE

NT Gov't delivers environmental approval for Empire Energy's Beetaloo Carpentaria pilot gas play

GRL

To make modern missiles, you need 3D Printing. And in that gold rush, Amaero is selling shovels

ME1

Banshee's historic trenches prove rich in antimony and gold for GDM

AUN

Cyclone signs MOU with Vale for development of Iron Bear play

BNL

Blue Star Helium sees approval for five more wells at 'Galactica/Pegasus' project in Colorado

First 46 Last

Add XTO (ASX) to my watchlist

(20min delay)
Last 6,969.6		Change 51.300(0.74%)		Mkt cap ! n/a

Open	High	Low
6,918.3	6,969.6	6,918.3

XTO (ASX) Chart