This is the Backtesting section of The Ultimate Free Amibroker Tutorial Guide. Below you will find many useful videos explaining how to backtest your trading system rules with Amibroker.
There are a huge number of Amibroker tutorials avilable online, however, sadly many are very low quality, difficult to understand or long and rambling. In this Ultimare Free Amibroker Tutorial Guide, I have assembled the best free Amibroker tutorial videos from many different YouTube Channels so that you don’t have to go searching – they are all here for you.
The Amibroker tutorials are divided into groups based on what aspect of using Amibroker they cover. Cick the links blow to navigate to each section of the guide and also to access the videos in each section. I have explained what you will learn in each video and how long the video is so that you know exactly what you are getting.
The Ultimate Free Amibroker Tutorial Guide | Contents
- Amibroker Formula Language (Amibroker AFL)
- Amibroker Tutorial Videos
- ApplyStop Amibroker
- Amibroker Functions
- Amibroker Indicators
- Amibroker Scanner
- Amibroker Exploration
- Amibroker Charts
- Amibroker Backtesting
- Amibroker Trading Systems
Table of Contents
- Using the Amibroker backtest report to understand trading system profitability
- Optimizing an Amibroker trading system the right way
- Back-Testing with Amibroker: How to code and test a strategy on a portfolio of stocks
- Let’s Learn Amibroker: How To Backtest A Portfolio Of Stocks In Minutes
- Let’s Learn Amibroker: How to Compare Equity Curves
- Let’s Learn Amibroker – Adding an Index Filter to your Trading System
- Let’s Learn Amibroker: Scaling In (Part 2) – Adaptive Position Sizing and Counting Pyramids
Amibroker Backtesting Tutorial | Using the Amibroker backtest report to understand trading system profitability
This is one of my own Amibroker Tutorial videos which I published a while ago in the Amibroker section of my blog. In this video I explain how to use the Amibroker Backtest report to understand your trading system’s profitability.
There is a huge amount of statistical information in the Amibroker Backtest report which you can use to understand your trading system. Watch this tutorial video so you know how to best use this information in your trading system design and backtesting.
Viewing Time: 00:36:41
Channel Name: Enlightened Stock Trading
Amibroker Backtesting Tutorial | Optimizing an Amibroker Trading System The Right Way
This is another of my own Amibroker Tutorial Videos which I published on my blog. In this video I explain how to optimize your trading system the right way to avoid curve fitting and data mining. If you want your trading system to perform in real time trading the same way it does in backtesting then this video will certainly help you learn how to correctly optimize your trading system.
Viewing Time: 00:15:00 minutes
Channel Name: Enlightened Stock Trading
Amibroker Backtesting Tutorial | Back-Testing with Amibroker: How to code and test a strategy on a portfolio of stocks
In this backtesting tutorial video Llewelyn explains some useful concepts you will need in backtesting your trading system with Amibroker. He starts by explaining how to download free Amibroker data using Amiquote software that comes with Amibroker. He also demonstrates creating a watchlist for backtesting a specific group of stocks.
The tutorial demonstrates the setup of the analysis tab in Amibroker and the creation of the backtest script in the Amibroker Formula editor.
The video is fairly high level but will be useful if you are new to backtesting with Amibroker.
Viewing Time: 00:14:11
Channel Name: Llewelyn James
Amibroker Backtesting Tutorial | Let’s Learn Amibroker: How To Backtest A Portfolio Of Stocks In Minutes
In this Amibroker Backtesting Tutorial Dave from ASXMarketwatch demonstrates how to backtest a trading system over a portfolio of stocks which takes 10 simultaneous positions in a portfolio. The trading system demonstrated is a simple dual moving average crossover strategy.
This is a very basic tutorial which was created on an early version of Amibroker. Some of the functions demonstrated in this video are outdated because the Amibroker Backtesting Interface has been substantially improved over the last few years, however there are still some useful ideas shared in this tutorial.
Viewing Time: 00:08:31
Channel Name: DaveASXWatch
Amibroker Backtesting Tutorial | Let’s Learn Amibroker: How to Compare Equity Curves
In this extremely useful Amibroker Backtesting Tutorial video, Dave from ASXMarketWatch shows you how to compare equity curves for multiple different trading systems on a chart. The video shows you how to extract the backtester object SetCustomBacktestProc(), the IF statement and the bo.EquityArray to add the equity curve to a composite security using the AddToComposite function.
When you follow the instructions in this tutorial video you will be able to run a backtest of your trading system and automatically create a composite security with the equity curve of your trading system and then plot the equity curve along with other system equity curves in your chart window.
Amibroker Functions Mentioned in this tutorial include:
- SetCustomBacktestProc()
- IF
- bo.EquityArray
- AddToComposite()
- Foreign()
- Plot()
- ~~~Equity
This is a really useful video if you want to compare the equity curves of multiple different trading systems on a single chart and understand when each system makes and loses money.
Worth watching!
Viewing Time: 00:14:34
Channel Name: DaveASXWatch
Amibroker Backtesting Tutorial | Let’s Learn Amibroker – Adding an Index Filter to your Trading System
In this useful Amibroker Backtesting Tutorial from Dave at ASX MarketWatch you will learn how to add an index filter to turn your trading system off if the index is below the long term moving average. This is useful for preventing you from taking trades in a bear market.
The video is now quite old and the Amibroker backtester has been updated since the video was created, however the use of the Foreign() function is still correct.
Amibroker Functions discussed in the tutorial:
- Foreign() Function
- Moving Average Function, MA()
Viewing Time: 11.12 minutes
Channel Name: DaveASXWatch
Amibroker Backtesting Tutorial | Let’s Learn Amibroker: Scaling In (Part 2) – Adaptive Position Sizing and Counting Pyramids
This Amibroker Backtesting Tutorial video from Dave at ASXMarketWatch shows you how to backtest pyramiding strategies with Amibroker. This can be useful if you want to gradually build your position over several successive buy signals.
Amibroker Functions discussed in this video:
- Moving Average, MA()
- SigScaleIn
- SumSince()
- Sum()
- Barssince()
- Detailed Log Report Setting
- SetPositionSize()
There is also a very clever technique demonstrated which allows you to adjust the position size for each pyramid position you take as you scale in. This is a fairly advanced tutorial video and is well worth watching.
Viewing Time: 00:12:10
Channel Name: DaveASXWatch
Have you found some other useful Amibroker Tutorial Videos on This topic?
Leave a comment below with the links to your favourite tutorial videos and I will incorporate them into The Ultimate Free Amibroker Tutorial Guide!
