AmiBroker 6 is a full-featured technical analysis & trading system development platform, with an advanced real-time charting, portfolio back-testing/optimization and scanning capabilities. AmiBroker’s robust system development environment allows to find market inefficiences, code the system and validate it using powerful statistical methods including walk-forward test and Monte Carlo simulation. AmiBroker allows you to trade directly from charts or programmatically, using auto-trading interface (works with Interactive Brokers). It gives everything you need to trade successfully.
Features of AmiBroker 6
True Portfolio-Level Backtesting
• Test your trading system on multiple securities using realistic account constraints and common portfolio equity. Trade portfolios to decrease risk/reward ratio. Find out how changing the number of simultaneous positions and using different money management affects your trading system performance.
Dynamic portfolio-level position sizing
• Use current portfolio equity (sum of cash and all simultaneously opened positions value) to calculate new trade size, or use any other position sizing method by specifying dollar value or number of contracts/shares. Position size can be constant or changing trade-by-trade.
Blazing fast speed
• Nasdaq 100 symbol backtest of simple MACD system, covering 10 years end-of-day data takes below one second
Multiple symbol data access
• Trading rules can use other symbols data – this allows creation of spread strategies, global market timing signals, pair trading, etc.
Multiple time-frames and multiple currencies in one system
• Systems can use multiple time frames at once and symbols denominated in different currencies
Scaling in/out (pyramiding) and rebalancing
• You can test systems that scale and/or rebalance open positions in user-defined moments
Everything is customizable
• You can change built-in report charts, create your own equity, drawdown charts, create own tables in the report, add custom metrics
Custom backtest procedure
• Even the backtest process itself can be modified by the user allowing non-standard handling of every signal, every trade. It also allows to create custom metrics, implement Monte-Carlo driven optimization and whatever you can dream about
Scoring & ranking
• If multiple entry signals occur on the same bar and you run out of buying power, AmiBroker performs bar-by-bar sorting and ranking based on user-definable position score to find preferrable trade.
• A dedicated mode for sector rotation trading algorithms using user-definable score to switch between preferred stocks/funds/sectors
Flexible built-in stops
• All stops are user definable and can be fixed or dynamic (changing stop amount during the trade). Built-in stop types include maximum loss, profit target, trailing stop (incl. Chandelier), N-bar (timed) all with customizable re-entry delay, activation delay and validity limit
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