Code My Amibroker Back Test

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I have a strategy I would like to back test in Amibroker against a portfolio of stocks.

The strategy is not very complex. It uses two moving average to determine whether longs or shorts should be taken. There are two possible setup entries: an aggressive entry when price pulls back moderately; a conservative entry when price pulls back a little more.

As new bars are formed with the setup conditions still valid but not having triggered an entry the strategy will need to adjust the new entry trigger (details to be provided).

There are nine specific exits under two categories I want to test: the first one is based on various calculations of the average true range; the second category of exits is based on a pair of moving averages.

Simple fixed fractional allocation model to be use for position sizing.

Combining the two possible entries and the nine variations of exits there are 18 possible combinations. I would like Amibroker to run all 18 combinations against a portfolio of stocks so I can tell which combination is most favorable by viewing Amibroker standard back testing reports.

Skills: Financial Markets, Software Architecture

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Project ID: #4908420

8 freelancers are bidding on average $463 for this job

apfx

I have a long experience in AFL Coding. I will be glad to assist you in this project. Thanks Aron

$277 USD in 3 days
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edakad

I am well experienced in Amibroker, Looking forward to work with You. If it is ok with you to give me the rules of the system, I can code a working prototype and we can discuss further based on that. This prototype More

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Sudris

Hi I'm a veteran Amibroker coder which you can make out by my ratings. I can deliver your customized backtesting code. Bid and duration are tentative and may be revised once your requirements are understood in detai More

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thindo

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danchoe2011

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crispwriter

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c4p

Hello, I have done similar things... I am interested in this position. Currently I'm developer in FX Derivatives team in Tier 1 Investment Bank. I have over five years of experience with implementing reliable app More

$277 USD in 3 days
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ashishicfai

hi sir i can check it pls provide your code no advance paymnet pay me when i wil complete it so there is not risk

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