Upgrade news – back tester modifications

Posted by on Feb 20, 2012 in ArbMaker News! | No Comments

We’ve done much of the testing of the enhanced back tester inside the new upgrade. The modifications fall into 2 broad categories:

  1. Interface: simpler controls; the ability to save strategies; a textual description of the strategy under design; and very fine control over criteria parameters
  2. Features: better Boolean logic able to handle more criteria; and in/out-of-sample analyses running separate cointegration tests

The ‘Available Criteria’ are not exhaustive – we will be asking our existing user-base what else they need during the pre-beta.

Here’s a preview shot of the beta – click for a larger image:



Coding and testing continue…

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