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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. Blazing fast speed Nasdaq 100 symbol backtest of simple MACD system, covering 10 years end-of-day data takes below one second Multiple symbol data access Trading rules can use other symbols data - this allows creation of spread strategies, global market timing signals, pair trading, etc.

Multiple time-frames and multiple currencies in one system Systems can use multiple time frames at once and symbols denominated in different currencies Scaling in/out (pyramiding) and rebalancing You can test systems that scale and/or rebalance open positions in user-defined moments Everything is customizable You can change built-in report charts, create your own equity, drawdown charts, create own tables in the report, add custom metrics. Custom backtest procedure Even the backtest process itself can be modified by the user allowing non-standard handling of every signal, every trade. Agafonnikov sani s kolokoljchikami bar. It also allows to create custom metrics, implement Monte-Carlo driven optimization and whatever you can dream about Scoring & ranking If multiple entry signals occur on the same bar and you run out of buying power, AmiBroker performs bar-by-bar sorting and ranking based on user-definable position score to find preferrable trade. Rotational trading A dedicated mode for sector rotation trading algorithms using user-definable score to switch between preferred stocks/funds/sectors Flexible built-in stops All stops are user definable and can be fixed or dynamic (changing stop amount during the trade). Built-in stop types include maximum loss, profit target, trailing stop (incl.

Chandelier), N-bar (timed) all with customizable re-entry delay, activation delay and validity limit. True Portfolio-Level Optimization Optimization engine supports all portfolio backtester features listed above and allows to find the best performing parameters combination according to user-defined objective function (optimization target) Exhaustive or Smart Optimization You can choose Exhaustive (full-grid) optimization as well as Artificial Intelligence evolutionary optimization algorithms like PSO (Particle Swarm Optimization) and CMA-ES (Covariance Matrix Adaptation Evolutionary Strategy) that allow upto 100 optimization parameters to be used. Also available is Optimizer API that allows to add your own smart algorithms Fast! And eye-pleasing The Optimizer is blazing-fast (10 year EOD, 100 symbols, 100 exhaustive opt. Steps takes 25 seconds).