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Amibroker For Backtesting

  • #1
  • First Post: May 5, 2007 7:03am May 5, 2007 7:03am
Anyone use Amibroker to backtest forex? It seems like they only have historial data available for only a few pairs.

If I were to use wealthlab, where would I get the historical data?

[I can't use tradestation or e-signal]
  • #2
  • May 5, 2007 10:04am May 5, 2007 10:04am
Quoting Skyhr
Anyone use Amibroker to backtest forex? It seems like they only have historial data available for only a few pairs.

If I were to use wealthlab, where would I get the historical data?

[I can't use tradestation or e-signal]
you can configure Amibroker to get data from MT4 through DDE. That way you can have all the pairs you want and a free data feed.
Stubbornly persistent
  • #3
  • May 5, 2007 10:10am May 5, 2007 10:10am
Quoting sergiu
you can configure Amibroker to get data from MT4 through DDE. That way you can have all the pairs you want and a free data feed.
Yes that is the method, you just change the database setting in the file menu. and it can load just about any format, including live DDE


There is even a converter available for converting Tradestaion or Esignal data as well and also equis data.
  • #4
  • May 6, 2007 10:32am May 6, 2007 10:32am
Awesome responses!

Do you guys know if Gain Capital's feed can be used for Amibroker as well - for backup and stuff?


Just a few questions to get things straight:

Can I use Amibroker in the same way as Metatrader - as a charting software with indicators in live feed? (Forward testing)

I can also backtest strategies and stuff, right?

But I can't issue orders from that software, right? (not important because I use another software for that)


Essentially, if I connect the DDE to Amibroker - can I stop using Metatrader flat? And is the Metatrader data feed reliable?!?

Thanks, sorry for all these questions, etc.
  • #5
  • May 6, 2007 10:37am May 6, 2007 10:37am
Quoting Skyhr
Awesome responses!

Do you guys know if Gain Capital's feed can be used for Amibroker as well - for backup and stuff?
You would need to contact Gain and ask them.
Just a few questions to get things straight:

Can I use Amibroker in the same way as Metatrader - as a charting software with indicators in live feed? (Forward testing)
Yes

 I can also backtest strategies and stuff, right?
Yes
But I can't issue orders from that software, right? (not important because I use another software for that)
Yes
Essentially, if I connect the DDE to Amibroker - can I stop using Metatrader flat? And is the Metatrader data feed reliable?!?
MT has to be running in order for you to use the DDE.
Thanks, sorry for all these questions, etc.
See above.
Stubbornly persistent
  • #6
  • May 6, 2007 10:42am May 6, 2007 10:42am
Quoting Skyhr
Awesome responses!

Do you guys know if Gain Capital's feed can be used for Amibroker as well - for backup and stuff?


Just a few questions to get things straight:

Can I use Amibroker in the same way as Metatrader - as a charting software with indicators in live feed? (Forward testing)

I can also backtest strategies and stuff, right?

But I can't issue orders from that software, right? (not important because I use another software for that)


Essentially, if I connect the DDE to Amibroker - can I stop using Metatrader flat? And is the Metatrader data feed reliable?!?

Thanks, sorry for all these questions, etc.
If you are using the DDE feed, you can use any provider that has a DDE feed, of which Metatrader is one. You should check, because most brokers have a DDE feed.

There are draw back though.

1. You cannot place an order from AB
2. It does not allow you to connect at mutliple locations at the same time.
3. The history you have to work with is the history you loaded, because AB is a 3rd party solution.

It has pluses too.

1. The backtesting is exact. The back tester looks at every single bit of data, so if it is in the history, it was considered.
2. It is a little easier to program. It is quite similar to visual basic, and makes a lot of use of arrays.
3. You can run it on any feed that is DDE or it has a converter for including TS, ES and Equis and yahoo finance. Most brokers have DDE feeds, so you can use their feed and have it exact, including MT4

As a live trading platform, MT4 is better, and TradeStation is of course the gold standard. As a backtesting tool, it cannot be beat.
  • #7
  • May 8, 2007 12:47pm May 8, 2007 12:47pm
Ah, so I have to have Metatrader (or any broker with DDE) open while AmiBroker is open. IŽm assuming the historical data would become gapped if I turn off Metatrader for a second. (I donŽt think IŽll be using Gain as a DDE feed because it doesnŽt fill in any gaps)

If I reopen Metatrader, will the gap be filled or do I have to load up a .txt file for the gap?

All in all, I think AB will be good for me, just so that I can backtest well and use it with Metatrader for live charting with custom indicators that IŽll hopefully program.

Also, what does DDE stand for?

Thanks a lot for your responses.
  • #8
  • May 8, 2007 1:10pm May 8, 2007 1:10pm
DDE=Dynamic Data Exchange
Stubbornly persistent
  • #9
  • Apr 14, 2008 12:30am Apr 14, 2008 12:30am
Hi all


I'm interested in Amibroker and have been through some of the old threads. One question I have is which way do you recommend to set Amibroker up? Do you load your own history then leave the DDE feed to update going forward?

thanks

FXP
  • #10
  • Apr 14, 2008 12:45am Apr 14, 2008 12:45am
I actually got 10sec interval data from ForexTickData.com over three years of data. And they're very reliable, no scrubbed data, without any hideous gaps like you'll see on the free data.
  • #11
  • Last Post: Apr 14, 2008 5:28am Apr 14, 2008 5:28am
SMJones

Can you please advise as to how you use it (DDE or not etc)? Tried PMing you but PM not available.


thanks

Quoting fxprocessor
Hi all


I'm interested in Amibroker and have been through some of the old threads. One question I have is which way do you recommend to set Amibroker up? Do you load your own history then leave the DDE feed to update going forward?

thanks

FXP
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