AmiBroker – Combo 4 New Courses From AmiBroker
Matt Radtke – Programming Adaptive Strategies in AmiBroker
Sale Page : amibroker-courses
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This course will focus on developing adaptive trading strategies using AmiBroker, leveraging the Custom Backtest (CBT) interface which was introduced in the CBT Intensive.
At the completion of this course, you will be able to:
- Define your own Market Regimes
- Consider how trade setup, entry, and exit are assigned to a regime
- Summarize metrics by regime
- Modify your AFL to use adaptive (regime-specific) parameters
- Compare the adaptive strategy performance to a baseline
Prerequisites:
- Installed a data source and configured it to work with AmiBroker.
- Have basic familiarity with AFL, including the ability to create and execute back tests and optimizations with AmiBroker’s standard back test engine.
- Understand how the CBT works, including the AmiBroker object model and creating custom metrics
Topic Summary
Session 1
- Defining Market Regimes
- Market Regime Functions
- Regime Assignment
- Metrics
Session 2
- Out-of-Sample Testing
- In-Sample Optimization
- Evaluation in Excel
- AFL Updates
Session 3
- Out-of-Sample (OOS) Optimization
- Out-of-Sample (OOS) Adaptive Results
- Compare OOS Adaptive to OOS Static
- Compare OOS Adaptive to OOS Optimization
- Adaptive Parameter Refresh
Matt Radtke – Building Rotational Systems in AmiBroker Matt Radtke
Sale Page : amibroker
This product is available
This course will explore various methods for creating Rotational Systems in AmiBroker.
Course Outline
Module 1: Introduction to Rotational Strategies
- What are rotational strategies?
- Sample Strategy Rules
- A Simple “Rotation Like” approach
Module 2: AmiBroker Support for Rotational Strategies
- AmiBroker’s Rotational Mode
- Converting the Sample Strategy to use backtestRotational mode
- Comparison of Results
- Advantages and Disadvantages
Module 3: Recreating Rotational Mode with a CBT
- Controlling the rotation process
- Converting from Mid to Low Level CBT
- Comparison of Results
Module 4: More CBT Functionality
- Rebalancing
- Separate Worst Rank Held for Long and Short
- Comparison of Results
- Summary
Module 5: Office Hours (Q&A)
- Office Hours Session (Course Attendee Q&A)
Matt Radtke – AmiBroker Custom Backtester Intensive
Sale Page : amibroker
This product is available
The CBT Intensive course is designed for traders who want to use AmiBroker to create complex back tests and optimizations using the Custom Backtest (CBT) interface.
At the completion of this 4+ hour course, you will be able to:
- Add custom trade metrics via the Custom Back Tester
- Add custom portfolio metrics via the Custom Back Tester
- Exercise complete control over the processing of entry and exit signals
- Enter, modify, and exit trades at will
- Perform auxiliary functions like hedging
Topic Summary
Session 1
- AmiBroker Architecture
- Data Constructs
- User Functions
- Object Model
Session 2
- Introduction to the CBT
- High-level CBT
- Mid-Level CBT
Session 3
- Low-level CBT
- Common Mistakes
Amibroker – Trading & Investing Automation for AmiBroker
Sale Page : amibroker-courses
This product is available
Learn How to Automate Your Portfolio-level Trading & Investing Strategies with AmiBroker, Interactive Brokers and Alera Portfolio Manager.
** Course Bonus — 3 Complete AFL Strategy Code Scripts will be Included with Course after order confirmation.
In this course, we will teach AmiBroker users how to generate — and semi or fully automate — buy and sell signals for multi-strategy, multi-system and portfolio-level trading and investing.
The approach covered in this course is really designed for simpler trade automation and active trading or investing system diversification for anyone.
By removing the broker complexities, users are free to concentrate their efforts on developing strategies (or using already developed strategies) without having to worry about much else.
(Two trading strategy implementation examples along with code are provided for instructional purposes only, within the course – RSI-2 Reversion Strategy using limit orders, and, a Simple MACD Strategy using MOC/MOO orders).
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