I have a strategy I would like to back test in Amibroker against a portfolio of stocks.
The strategy is not very complex. It uses two moving average to determine whether longs or shorts should be taken. There are two possible setup entries: an aggressive entry when price pulls back moderately; a conservative entry when price pulls back a little more.
As new bars are formed with the setup conditions still valid but not having triggered an entry the strategy will need to adjust the new entry trigger (details to be provided).
There are nine specific exits under two categories I want to test: the first one is based on various calculations of the average true range; the second category of exits is based on a pair of moving averages.
Simple fixed fractional allocation model to be use for position sizing.
Combining the two possible entries and the nine variations of exits there are 18 possible combinations. I would like Amibroker to run all 18 combinations against a portfolio of stocks so I can tell which combination is most favorable by viewing Amibroker standard back testing reports.