The point of this post is to provide some basic functions to non professional Matlab users that may help backtest a simple long only system the way Amibroker (and most other software) backtest. If you are an Amibroker user you are used to something this easy: sma9=ma(close,9); sma21=ma(close,21); buy=Cross(sma9,sma21); sell=Cross(sma21,sma9); Wish you could do …
Read moreMatlab for Amibroker Users – Backtesting Functions for Matlab