Programming to backtest

[goponcho]

Hi, i was wondering what kind of programming skills/languages are required to backtest?

I want to eventually trade a mechanical system.

Is an indepth knowledge of excel needed? Any good sites / books / ebooks which can help?

 

[goponcho]

Well, i mean, are required in general to become a proficient trader/investor?

Thanks!

 

[captain black]

Amibroker is a good place to start.

http://www.amibroker.com/

There's the Amibroker FAQ thread here, happy to answer any questions you may have:

https://www.aussiestockforums.com/forums/showthread.php?t=1679

 

[goponcho]

Thanks for the link to AmiBroker.

I've heard it mentioned, but is AFL the only programmin language required to use it to backtest?

Just trying to broadly figure out what 'programming skills' i will require to learn in the future

 

[captain black]

I've heard it mentioned, but is AFL the only programmin language required to use it to backtest?

Yes, there's not much you can't do in native AFL. Amibroker also allows other common languages to be used but learning AFL would be the main priority IMO.

 

[goponcho]

Okay thanks bud

 

[Synergy]

I downloaded amibroker today for a trial, but can't seem to find where to actually type the code.

I can use their built in code creating tool, but I couldn't edit the code it created.

Is this a limitation of the trial?
Hopeing it's not.

Have to say, from what I saw in the 30 mins I played with it, I was pretty disapointed. Plenty of indicators to program in, but not many mathematical functions. Need to give it a bit more time still though.

 

[captain black]

I can use their built in code creating tool, but I couldn't edit the code it created.

These 2 links should get you started:

http://www.amibroker.com/guide/h_indbuilder.html
http://www.amibroker.com/guide/w_afledit.html

Have to say, from what I saw in the 30 mins I played with it, I was pretty disapointed. Plenty of indicators to program in, but not many mathematical functions. Need to give it a bit more time still though.

Here's a list of AFL functions, about half way down is a list of maths functions.

http://www.amibroker.com/guide/afl/afl_index.php?m=2