Amibroker Performance Success Story
By Dave Mabe
New Amibroker users quickly learn there's a big difference between running a backtest and generating trade signals in real-time.
The right way to do this is to create two databases: one for backtesting and one for trading live.
MabeKit user Mike A. wrote me to share the performance numbers when he created a separate database for live trading and tuned it based on my recommendation (name used with permission, edited lightly for clarity):
Mike A.
Wanted to share a quick win based on your advice. My backtesting database was set to roughly a million 1-minute bars, and it was crushing performance — DAS slowed down, charts loaded slowly, and it basically made real-time trading unusable. Explorations were so slow that I couldn’t even get a clean timing on them.
I switched to a 1,200-bar (~25 trading days) database, and it’s night and day. On about 130 symbols, I can run the three explorations I’m using in under 15 seconds, and the rest of the system stays snappy.
Dave:
Nice work, Mike!
This underscores just how important it is to keep two separate databases.
Profitable trading signals are worthless if you can't generate them in time to take the trade.
In fact, they're worse than worthless because of the frustration they'll cause.
It doesn't really matter how long a backtest takes (within reason), but generating signals in real-time is what puts food on the table.
Thanks for sharing these performance numbers with the group.
-Dave
P.S. Are you struggling with writing AFL code for backtests in Amibroker? Generate working backtests in seconds with MabeKit. Get Instant Access