Spreadsheets & Amibroker

 The chart above shows system performance without a profit target versus the chart below that has a profit target.

I haven't posted for a while. I find myself becoming quite secretive about trading methods and system performance!

But I have decided that I am happy to share some stuff about what can be achieved with Amibroker and some spreadsheets. The series of charts above were generated using a dummy variable in Amibroker to produce a range of outcomes from the Explorer. I have mentioned this elsewhere in this blog.

I use a template spreadsheet and just copy the data from Amibroker straight into the spreadsheet and up pop the charts above. These charts were produced using Open Office, not the best spreadsheet software on the market but certainly the cheapest - free. It is quite capable for basic tasks like the one above.

These charts are created using frequency distributions. The intervals for the distributions are automatically generated.

A profit target between 200% and 400% for the long term system (ave hold time of 290 days) shown above works quite well. Not a lot is gained by setting a higher target, and drawdown is slightly worse.