ArbMaker: the back tester
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.