Which trading software to backtest strategy ?

T

Tintin92

Hello,

Which trading software to backtest strategy ?

This trading software should be free or try before buy.

A big plus is if you can add the code ready to use to run this strategy :

Strategy to backtest

Be 8 days long.
Then 5 days cash.
Then 6 days short.
Then 8 days cash.

Repeat cycle.
Be 8 days long.
Then 5 days cash.
Then 6 days short.
Then 8 days cash.

Repeat cycle. Etc..

Thanks,
 
Amibroker could do that. Probably a lot of work even for someone with experience on it though...

Create a for loop that keeps running a certain # of cycles, or a while loop that runs for some condition ..

Basic idea is to create a function that sets the variables -

Buy
Sell
Short
Cover

While (something is true)

Set Cycle Regime 1 for 8 days
Then Set Cycle Regime 2 for 5 days
Then Set Cycle Regime 3 for 6 days
Than set Cycle Regim 4 for 8 days



Cycle {

Regime 1 - Long Buy = 1 Sell = 0 Short = 0 Cover = 0

Regime 2 - Buy = 0 Sell = 1 Short = 0 Cover = 0

Regime 3 = Buy = 0 Sell = 0 Short = 1 Cover = 0

Regime 4 = Buy = 0 Sell = o Short = 0 Cover = 1

}
 
Quote from psytrade:

Amibroker could do that. Probably a lot of work even for someone with experience on it though...
More...

I have tried Amibroker, without success.

With GOOG from 01/06/2009, the first trade 10/06/2009.

With other symbols it vary.
If you success to code this strategy with success please publish it here.


Code: 
iLong = 8;
iAfterLong = 5;
iShort = 6;
iAfterShort = 8;

StatusLong = 11;
StatusAfterLong = 12;
StatusShort = 13;
StatusAfterShort = 14;

State = StatusLong;
iCtr = 999999;

for ( i = 0; i < BarCount; i++ )
{

    switch ( State )
    {

        case StatusLong:

            if ( iCtr >= iLong )
            {
                Buy[i] = True;
                State = StatusAfterLong;
                iCtr = 0;
            }
            else
            {
                iCtr++;
            }

            break;

        case StatusAfterLong:

            if ( iCtr >= iAfterLong )
            {
                Sell[i] = True;
                State = StatusShort;
                iCtr = 0;
            }
            else
            {
                iCtr++;
            }

            break;

        case StatusShort:

            if ( iCtr >= iShort )
            {
                Short[i] = True;
                State = StatusAfterShort;
                iCtr = 0;
            }
            else
            {
                iCtr++;
            }

            break;

        case StatusAfterShort:

            if ( iCtr >= iAfterShort )
            {
                Cover[i] = True;
                State = StatusLong;
                iCtr = 0;
            }
            else
            {
                iCtr++;
            }

            break;

        default:

            break;
    }
}


Plot( Close, "Close", colorBlack, styleCandle );
 
I don't know why the counter is set so high.... It seems to be doing two different things - one is running in a loop while the other function is to act as a counter for the # of days that have passed for the strategy... I think that might have been causing an issue...

I'm not familiar with using Buy ... usually I just write a simple Buy = 0 or 1....

Did you post this on the amibroker users yahoo group?
 
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