ArbMaker: the back tester

Posted by on Nov 7, 2011 in ArbMaker News! | No Comments

Some quick information about, and screenshots of, the new back tester…

Set up

  • Multi graph criteria settings
  • Automatic position sizing as a function of  pair beta
  • Continuous or same amount size per trade testing
  • Mixed currency handling with the IQ data feed (Yahoo historical fx data is very limited)
  • Directional and positional criteria
  • Set stop losses and profit targets by % or position and direction

 

Reporting

  • Trade by trade detail
  • Can report 3 currencies (with IQFeed) eg a CHF/EUR pair can be reported in USD
  • Copy and paste results into 3rd party software like Excel
  • Summary statistics

Graphical report

  • Visual examination of each trade
  • Zoom and isolate each trade
  • See and understand the dollar (or euro, or pound, or rupee and so on) impact of changes to the test criteria (eg EMA vs DEMA moving average type, % stop loss vs Z-score stop loss etc)

 Final testing continues and we release this week.

Leave a Reply