XTO 0.74% 6,969.6 s&p/asx 100

@sci9249 I just did a simple EMA crossover back test.  It took...

  1. 883 Posts.
    lightbulb Created with Sketch. 1048

    @sci9249 I just did a simple EMA crossover back test.  It took about 15 minutes to set up.  The backtest took only a few seconds to complete.  I used most of the original settings including the $10,000 original capital and applied $10 Brokerage via the Amibroker Backtester User Interface.  The stock list that I had handy is the ASX300 so I used that.  The code, which overrides any settings in the User Interface Backtester Settings, is provided below.  Some of the Backtester reports are shown below as well.  You get a full trade list that can be copied into Excel as well.  You can generate just about any statistic you want via the BackTesterCutomProc procedure functionality.


    I wouldn't attempt to trade this system.  It went broke by the start of 2015.  If it was a system I wanted to trade I would take a number of trades from the trade list and have a look at the individual charts just to ensure that the system was in fact doing what I wanted it to.  Actually if you look at the total transaction cost this is the sort of system my Broker would like, they made $12,980 and I lost $10,000.


     https://hotcopper.com.au/data/attachments/1410/1410598-51888726b6929a939f0762527717db9c.jpg
    https://hotcopper.com.au/data/attachments/1410/1410599-546a08bec52d4b1eeab0870386d08d19.jpg
    https://hotcopper.com.au/data/attachments/1410/1410601-b7844b32971dc15bd7919a8f2f04a9a5.jpg

 
watchlist Created with Sketch. Add XTO (ASX) to my watchlist
(20min delay)
Last
6,969.6
Change
51.300(0.74%)
Mkt cap ! n/a
Open High Low
6,918.3 6,969.6 6,918.3
XTO (ASX) Chart
arrow-down-2 Created with Sketch. arrow-down-2 Created with Sketch.