Navigation: Using an Imported Trade List >

Importing AmiBroker Trades

 

 

 

RealTest can read a trade list that was exported to CSV format from AmiBroker.

To generate a trade list in AmiBroker:

1.Go into the Report tab of Analysis settings and select "Trade list" as the choice for "Result list shows"

2.Run your test

3.Select "Export HTML/CSV..." from the File menu and save the CSV to a convenient folder

To use the AmiBroker trade list in RealTest:

1.Import a data file that includes all the symbols and dates that were included in the AmiBroker test

2.Add a strategy for each side (long/short) that was used in the AmiBroker test

3.Run the test

As an example, if you had a system that uses Russell 3000 historical index constituents, the complete RealTest script might look like this:

The side of each AB trade list strategy must be specified otherwise no trades will be used. It is not possible to combine longs and shorts into a single strategy when using an AB trade list.

Multiple AB trade list files can be used in the same RealTest script, making it possible to combine different AmiBroker systems into one RealTest system, or create a mixture of AB and RT strategies.

 

 

 

 

 

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