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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Accurate results of system (backtest) for Amibroker (AFL)
Its is used for back test. Result is shown in a table
Similar Indicators / Formulas
Indicator / Formula
_SECTION_BEGIN("Backtesr"); SetBarsRequired(1000000,1000000); eq = Foreign("~~~equity", "C" ); yr = Year(); mo = Month(); YearChange = yr != Ref( yr, -1 ); MonChange = mo != Ref( mo, -1 ); FirstYr = 0; LastYr = 0; startbar = 0; //////////////////////////// // SKIP non-trading bars //////////////////////////// for( i = 0; i < BarCount; i++ ) { if( eq[ i ] ) { startbar = i; break; } } //////////////////////////// // collect yearly / monthly changes in equity // into dynamic variables //////////////////////////// LastYrValue = eq[ startbar ]; LastMoValue = eq[ startbar ]; MaxYrProfit = MinYrProfit = 0; MaxMoProfit = MinMoProfit = 0; for( i = startbar + 1; i < BarCount; i++ ) { if( YearChange[ i ] || i == BarCount - 1 ) { Chg = 100 * ( -1 + eq[ i ] / LastYrValue ); VarSet("ChgYear"+ yr[ i - 1 ], Chg ); MaxYrProfit = Max( MaxYrProfit, Chg ); MinYrProfit = Min( MinYrProfit, Chg ); if( FirstYr == 0 ) FirstYr = yr[ i - 1 ]; LastYr = yr[ i ]; LastYrValue = eq[ i ]; } if( MonChange [ i ] || i == BarCount - 1 ) { mon = mo[ i - 1 ]; Chg = 100 * ( -1 + eq[ i ] / LastMoValue ); VarSet("ChgMon" + yr[ i - 1 ] + "-" + mon, Chg ); VarSet("SumChgMon"+ mon, Chg + Nz( VarGet("SumChgMon"+ mon ) ) ); VarSet("SumMon" + mon, 1 + Nz( VarGet("SumMon"+ mon ) ) ); MaxMoProfit = Max( MaxMoProfit, Chg ); MinMoProfit = Min( MinMoProfit, Chg ); LastMoValue = eq[ i ]; } } ///////////////////////////////////////////////// // Drawing code & helper functions //////////////////////////////////////////////// GfxSetOverlayMode( 2 ); CellHeight = (Status("pxheight")-1)/(LastYr - FirstYr + 3 ); CellWidth = (Status("pxwidth")-1)/14; GfxSelectFont( "Tahoma", 8.5 ); GfxSetBkMode( 1 ); function PrintInCell( string, row, Col ) { Color = ColorRGB( IIf( row == 0 || col == 0 || col == 13, 220, 255 ), 255, IIf( row % 2, 255, 220 ) ); GfxSelectSolidBrush( Color ); GfxRectangle( Col * CellWidth, row * CellHeight, (Col + 1 ) * CellWidth + 1, (row + 1 ) * CellHeight + 1); GfxDrawText( string, Col * CellWidth + 1, row * CellHeight + 1, (Col + 1 ) * CellWidth, (row + 1 ) * CellHeight, 32+5 ); } YOffset = 25; XOffset = 15; function DrawBar( text, bar, numbars, y, Miny, Maxy ) { BarWidth = (Status("pxwidth") - 4 * XOffset )/( numbars + 1 ); BarHeight = Status("pxheight") - 2 * YOffset; relpos = ( y - Miny ) / (Maxy - Miny ); xp = XOffset + ( bar + 0.5 ) * BarWidth; yp = YOffset + BarHeight * ( 1 - relpos ); xe = XOffset + ( bar + 1 ) * BarWidth; ye = YOffset + BarHeight * ( 1 - ( -miny )/( maxy - miny ) ); if( y > 0 ) { GfxGradientRect( xp, yp, xe , ye, ColorHSB( 70, 255 * relpos, 255 ), ColorHSB( 70, 20, 255 ) ); } else { GfxGradientRect( xp, ye, xe , yp, ColorHSB( 0, 20, 255 ), ColorHSB( 0, 255 * ( 1 - relpos ), 255 ) ); } GfxTextOut( text, xp, ye ); GfxTextOut( StrFormat("%.2f", y ), xp, yp ); } function DrawLevels( Miny, Maxy ) { range = Maxy - Miny; grid = 100; if( range < 10 ) grid = 1; else if( range < 20 ) grid = 2; else if( range < 50 ) grid = 5; else if( range < 100 ) grid = 10; else if( range < 200 ) grid = 20; else if( range < 500 ) grid = 50; _TRACE("grid = "+grid +" range "+range ); width = Status("pxwidth") - 4 * XOffset; height = Status("pxheight") - 2 * YOffset; GfxSelectPen( colorBlack, 1, 2 ); for( y = grid * ceil( Miny / grid ); y <= grid * floor( Maxy / grid ); y += grid ) { yp = YOffset + Height * ( 1 - ( y - Miny ) / (Maxy - Miny ) ); GfxMoveTo( XOffset, yp ); GfxLineTo( XOffset + width , yp ); GfxTextOut( ""+ y, XOffset + 2 + width, yp ); } GfxSelectPen( colorBlack, 1, 0 ); GfxMoveTo( XOffset, YOffset ); GfxLineTo( XOffset + width, YOffset ); GfxLineTo( XOffset + width, YOffset + Height ); GfxLineTo( XOffset , YOffset + Height ); GfxLineTo( XOffset , YOffset ); } MonthNames = "Jan,Feb,Mar,Apr,May,Jun,Jul,Aug,Sep,Oct,Nov,Dec"; function DisplayProfitTable( ) { Header = "Year,"+MonthNames+",Yr Profit%"; for( Col = 0; (Colname = StrExtract( Header, Col ) ) != ""; Col++ ) { PrintInCell( ColName, 0, Col ); } Row = 1; for( y = FirstYr; y <= LastYr; y++ ) { PrintInCell( StrFormat("%g", y ), Row, 0 ); PrintInCell( StrFormat("%.1f%%", VarGet("ChgYear" + y ) ), Row, 13 ); for( m = 1; m <= 12; m++ ) { Chg = VarGet("ChgMon" + y + "-" + m); if( Chg ) PrintInCell( StrFormat("%.1f%%", Chg ), Row, m ); else PrintInCell( "N/A", Row, m ); } Row++; } PrintInCell("Mon. Avg", Row, 0 ); for( m = 1; m <= 12; m++ ) { PrintInCell( StrFormat("%.1f%%", Nz( VarGet("SumChgMon" + m)/VarGet("SumMon" + m ) ) ), Row, m ); } } function DisplayYearlyProfits() { Bar = 0; for( y = FirstYr; y <= LastYr; y++ ) { Chg = VarGet("ChgYear" + y ); DrawBar( ""+y, Bar++, ( LastYr - FirstYr + 1 ), Chg, MinYrProfit, MaxYrProfit ); } GfxTextOut("Yearly % Profit chart", 10, 10 ); DrawLevels( MinYrProfit, MaxYrProfit ); } function DisplayMonthlyProfits() { Bar = 0; MinAvgProf = MaxAvgProf = 0; for( y = 1; y <= 12; y++ ) { Chg = VarGet("SumChgMon" + y ) / VarGet("SumMon" + y ); MinAvgProf = Min( MinAvgProf, Chg ); MaxAvgProf = Max( MaxAvgProf, Chg ); } for( y = 1; y <= 12; y++ ) { Chg = VarGet("SumChgMon" + y ) / VarGet("SumMon" + y ); DrawBar( StrExtract(MonthNames, y-1 ), Bar++, 13, Chg, MinAvgProf , MaxAvgProf ); } GfxTextOut("Avg. Monthly % Profit chart", 10, 10 ); DrawLevels( MinAvgProf , MaxAvgProf ); } /////////////////////////// // This function checks if currently selected symbol // is portfolio equity ////////////////////////// function CheckSymbol() { if( Name() != "~~~EQUITY" ) { GfxSelectFont( "Tahoma", 20 ); GfxSetBkMode( 2 ); GfxTextOut(" Accurate results of system", 10, 10 ); } } //////////////////////////// // Main program - chart type switch //////////////////////////// type = ParamList("Chart Type", "Profit Table|Yearly Profits|Avg. Monthly Profits", 0 ); switch( type ) { case "Profit Table": DisplayProfitTable(); break; case "Yearly Profits": DisplayYearlyProfits(); break; case "Avg. Monthly Profits": DisplayMonthlyProfits(); break; } CheckSymbol(); _SECTION_END();
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How to use this? Can it test the return of any system employed for entry / exit eg SAR buy sell or any other buy sell AFL?