People have used it with Python to create neural network.
I believe someone used MatLab as well.
About the suggestion of pushing AB
If you code right, using arrays, it will be as fast as possible.
But one speed limitation is the database size.
You can have the size you want but that will take unnecessary time to process.
There is no point of using a lot of years in a database.
As the markets change over time, the strategies should change as well.
In fact, that is the idea of WF (walk forward optimization).
A lot of users believe that store tick by tick on the database is useless.
On a high volume market like ES, it is just unnecessary data to be processed.
A 1-second database would be much smaller with the same accuracy.
What AB can do is much better than processing a century of data (Was there any market data back to 1916?).
It can receive data really fast, process it really fast as well as our code, and, take the decisions necessary.
To do that, it process only the data that matters.
If I am using a 50-period EMA, only the last 50 bars will be computed.
Or, AB can scan all the stock market (in a flash) to see which symbols are with a buy or sell signal, according to the setups programmed.
AB can do that as often as your data arrives (1 time a second, 30 times a minute...).
It is up to your internet connection and Data provider.
Those are the things that really matter to make money on the market.
And that is what AB do.
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You can balance or rebalance your portfolio by all futures in the Watch list, or only by the futures that had buy or sell signals, or any rule you would like (balance it only for the 8 most liquid future cause those are the ones I will trade).
If you google "amibroker portfolio rebalancing" it will come up with methods of doing that.
Some use AB CBT (custom backtest feature) to do it on the fly, day by day, week by week, you choose. I consider this a advanced feature.
Others use an exploration (analysis / explore) to generate the volume on a time range, balance the portfolio and backtest or enter the positions with this pre-balanced portfolio. I like this last better and this would be a basic to medium feature.
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