That enemy is the , the quote bias, and the illiquidity trap. And the weapon to slay it? Brokey for AmiBroker.
Introduction: The Hidden Flaw in Your Backtests If you have spent any time developing trading systems in AmiBroker, you know it is one of the most powerful, flexible, and fastest backtesting platforms available. You’ve meticulously coded your entry signals, optimized your stops, and watched your equity curve climb steadily. But there is a silent, pernicious enemy lurking in your data that can turn your million-dollar strategy into a live-market disaster. brokey for amibroker
Brokey for AmiBroker forces your system to experience the painful reality of delisted stocks. To understand the value of Brokey, you must understand the bias it corrects. AmiBroker, out of the box, is not biased—the data you feed it is biased. That enemy is the , the quote bias, and the illiquidity trap
Pay for Norgate if you are serious. It includes the “Delisted Flag” as a built-in field. Then, use Brokey scripts to handle the response to that flag. Part 8: Real-World Example – The Brokey Difference Let’s run a thought experiment. Strategy: Buy any stock that has doubled in the last 20 days (momentum). Hold for 60 days. Introduction: The Hidden Flaw in Your Backtests If
adds a pre-backtest routine: