View Performance Across Multiple Strategies in Amibroker
By Dave Mabe
Here's a question from long-time list member, Abhishek K. (name used with permission):
Abhishek K.:
I have 2 strategies I test separately in Amibroker.
How can I get the metrics of these 2 strategies together? (similar to RealTest?)
Dave:
This is a common question for traders coming to Amibroker, but looking at aggregate performance across strategies has never been very important to me (compared to other traders).
I would put this in the category of premature optimization. (More on this topic later.)
The simplest way to do this is to open the CSV files generated from the Amibroker backtests in Excel.
Combine the results into a single sheet, then look at the Profit column across both strategies.
It's tempting to do this as a one-off task in Excel each time, but if you find yourself doing this routinely, it's a good idea to systematize it.
In fact, I think this is a great project to use an LLM to create a generic Python script that lets you combine multiple backtests and view performance.
The inputs would be the CSV files generated from Amibroker backtests.
The outputs would be whatever summary statistics you want to see (an equity curve, aggregate metrics, etc).
It's a good idea to always add command-line arguments to control the behavior of a script like this.
That forces you to think more generically, and it's an excellent habit to get into.
The goal is to create a script with flexible parameters so you can run it on any number of backtest files without having to modify the code each time.
Good question, Abhishek, and thanks for sharing with the group.
-Dave