Proposal for backtesting the ACD trading system by Mark Fisher and related programs

About what I can provide for you

If you are trading certain securities using the ACD method, then you probably want to know Points A and C and optimal opening range for these securities. I can provide you with a program to calculate all these parameters. Points A and C are calculated for opening ranges of 10, 20, 30, 40 minutes. The optimal opening range is determined based on Point A because Point A is much more common than point C and tends to be more profitable. The opening range that makes the most profit from Point A is optimal. You can read more about calculating Points A and C in chapter 2 and chapter 4, respectively. To calculate them, you need historical data of 1-minute bars for several years, at least 1000 days. You can update Points A and C as often as you like using the program. But in fact, updating every six months is enough. Why Points A and C are calculated based on 1000 days and updated every six months, is explained in chapter 9. The program also calculates the accumulated profit and the average profit per trade, which will let you know if the ACD system is profitable for the securities that you trade.

Another program calculates accumulated profit by day from different ACD points and strategies. The accumulated profit can be seen on the charts as shown in Fig.4.1 or Fig.8.2. The program will allow you to draw similar charts for the securities that you trade.

The above two programs are described in more detail in the Programs menu.

In addition, I can provide you with other trading programs related to the ACD system and not only with it. They are also described in the Programs menu.

The software is not free. The price is negotiable and agreed upon by personal correspondence. In particular, the price depends upon whether translation of the program into another language is requred. This may be the case if your trading platform does not support the Lua language in which the programs are written.

If you have any questions, please send them to  and I will be happy to answer them.