Hello Conrad - I hacked up a backtester this afternoon using the vanilla AIM as decribed in Jeff Weber's chapter 2 web page http://www.jjjinvesting.com/chap2.htm.
Results so far have been mildly disappointing; I moved the AIM knobs around a lot and not much change using the Claire's Stores data. It does produce about the same results as B&H with much more cash on hand. More cash = less risk, so from that angle it works. No splitSAFE yet - easy with the current design, but I ran out of steam about an hour ago.
I'd like to use tabular price data without having to copy it by hand. Is there a good source for raw retrospective stock price data on the web? Something that's in a fairly clean tabular form would be best.
I'd be happy to share source, if anybody is interested. So far the program only runs on my Sun, but it's plain C and should run without trouble from command shell on the PC. I need to find an easier command-line driven compiler than VC++ though.
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