System Design, Test and Validation
- Back-testing
- True Portfolio-level testing
- Dynamic portfolio-level position sizing
- Blazing fast speed (Nasdaq 100 symbol back-test of simple MACD system, covering 10 years end-of-day data takes below one second)*
- No limit on number of symbols under test (capable of handling enitre US stock universe)
- Supports all built-in and custom intervals (daily and intraday)
- Multiple time-frames in one system
- Multiple symbol data access (allows creation of spread strategies, global market timing signals, etc)
- Scoring & ranking, dynamic trade allocation via position score
- Rotational trading
- Scaling in/out (pyramiding)
- Pair trading
- Customizable Equity/Drawdown Chart
- Custom Backtester interface
- Dynamic Rebalancing
- Custom metrics
- Multiple currency support
- All instrument classes
- Futures mode (margin/point value support)
- Mutual fund support (early redemption fee, early exit restrictions)
- Custom commissions
- Full trade price control (can emulate slippage) and trade delays
- Variable built-in stops: max. loss, profit target, trailing (incl. Chandelier), N-bar (timed) all with customizable re-entry delay
- Support for constraints like round lot size, tick size, minimum trade size, maximum trade value as percent of bar volume
- Detailed trade listing
- Detailed reports for all, long-only, short-only trades with 42 built-in metrics including Sharpe ratio, Ulcer Index, CAR/MDD and many others
- Profit distribution chart, Maximum Favourable Excursion chart, Maximum Adverse Excursion chart
- Automatic storage, maintenance and viewing of all historical tests conducted via the Report Explorer
best software lowest cost ................ AmiBroker
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