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Some ideas on what could be needed in your desciption. This is not a full list, just something to help get started.
BASICS · Amibroker version · Database time period (eg End Of Day, 1 minute) · Markets traded (eg NYSE, ASX, Futures, Currency)
AFL TYPE · Chart only · Exploration · Trading System (Backtest / Scan )
TIMEFRAMES · Specify base timeframe for your AFL (eg only weekly analysis) · Specify if your AFL contains different timeframes that overlay the base chart or analysis period. eg weekly indicators over a daily base chart. Remember you can have longer timeframes than the base AFL period, eg daily timeframe over an hourly base, but cannot have hourly minute timeframe over an daily base period.
CHARTS · Your default chart background colour · Preferences for plot styles (eg bar/candle/dots/lines etc) · Parameters – include default, min, max and step values
EXPLORATIONS · Specify columns required in the explore results window
TRADE SYSTEM · Portfolio or single symbol backtest · Long and/or Short trades. Please use the terminology from Amibroker for signals, i.e. Buy, Sell, Short, Cover · Define trade prices to be used · Trade delays after signal bar (eg Enter long trade 1 bar after the Buy signal) · Define what price is to create conditions. Rather than use Price, specify which price is to be used. eg Close, High, Low, Open · Exits based on stop loss, trailing exit or profit exit. Please include which price is to trigger the exit (close, high, low). · Parameters and Optimisation – include default, min, max and step values · Pyramid trades · Trade sizes
Advanced · Requirements on special changes to a backtest based on the backtest results. This can be something like · Equity stop · Position size changes based on portfolio profits · Exclude new trades based on limitations including max per sector, max long/short, portfolio profits · Custom backtest report metrics
Graham Kavanagh 18 May 2008 |
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Perth Western Australia |
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AB-Write Professional Writing Service for Amibroker AFL |
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