Amibroker backtesting results provide profit table in the form of compounded values. However, most of the traders when comes to real life trading they prefer using fixed capital as position size. If you want to test the profitability of your system in Month on Month Absolute terms then this article is for you.
One of the reasons why we came up with Absolute Returns – Profitable table amibroker afl code last time. And this time at our trader’s workplace, yet again my partner asked: “is it possible to get a Month on Month Profit/Loss table in Absolute Percentage on Initial Capital rather than in compounded percentage terms?”
Amibroker stores the Profit Table Computation in 3.Profit Table under /formulas/reports folder. with a simple tweak one can code for Absolute Percentage on Initial Capital rather than in compounded percentage terms.
Here is the Compounded Returns and Absolute Month on Month Returns – Profitable Table for one of our upcoming intraday trading system – v-Lintra Ultimate.
Compounded Regular Profit table
Absolute Month on Month Returns (in %)
Steps to Install Profit Table
1)Download 5.Absolute Month on Month Returns ( in %)
2)Unzip and copy the file 5.Absolute-Month-on-Month-Returns-in.afl to the folder /amibroker/formulas/reports/
3)Now Run Backtest on your trading system.
4)Go and check the Backtest reports where you will get Absolute Month on Month Returns (in %) Profit/Loss Table as an add-on to your existing backtest report.
System Parameters
1)Backtesting Window Length – Jan 2011 – Oct 2017
2)Commissions and Slippages – 0.65%
3)Trading Style – Portfolio Based Intraday Trading
4)No of Stocks in Portfolio – 50 stocks
5)Stock Selection Process – Random Stocks
6)Portfolio Stops Applied – No
Download the Complete Backtest Report of V-Lintra Ultimate – Proprietary Trading System and Part of TradeStudio V2.0.0.2
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pravin palande says
May 21, 2018 at 9:23 amhi.. super analysis. how do you look at bank nifty index for trading in the futures and options segment as it has a weekly settlement?
Anurag Jais says
May 21, 2018 at 3:50 pmHow to get this Proprietary Trading System of TradeStudio V2.0.0.2 ? Is there any website of marketcalls is selling it ?
Rajandran says
May 21, 2018 at 9:40 pmcurrently, it is available for workshop participants and Globaldatafeeds subscribers who subscribe via Marketcalls. For more details connect with our customer support team at +91 9535133445.
Vineet Kumar says
June 26, 2018 at 4:50 pmAre these calculations done with considering brokerage and Tax one have to pay while Trading in Market
swapon says
September 22, 2018 at 3:25 pmHi Rajandran,
I use daily candle
Can you help me write a simple afl with the following conditions:
I want candle low is less than ma(close,50) within last 3 days (including current day)
I want candle open is greater than ma(close,50) within last 3 days (including current day)
I want candle close is greater than ma(close,50) within last 3 days (including current day)
what i reach so far is:
but i not sure about whether the code actually means what i want to achieve. Basically i have a problem with within last 3 days. Low has to be less than MA(close,50) for any of the of the day of the last 3 days and so on for others.
Filter=(LowRef(MA(Close,50),-3)) AND (Close>Ref(MA(Close,50),-3));
pls help.
Thanks