Combo 4 New Courses From AmiBroker – Matt Radtke
This course will explore various methods for creating Rotational Systems in AmiBroker.
It includes approximately two hours of online instruction as well as AFL code templates that you can easily modify for your own needs and Excel files containing AmiBroker test results for the sample strategy presented in the course.
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)
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:
- Determine when to use each of the three levels of the Custom Back Tester
- 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
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:
- AmiBroker version 6.0 or later installed. Version 6.20 or later is preferred.
- 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
Learn How to Automate Your Portfolio-level Trading & Investing Strategies with AmiBroker, Interactive Brokers and Alera Portfolio Manager.
(Note: Alera Portfolio Manager only currently supports Interactive Brokers and US stock trading at the present time. More brokers and instruments are planned in the future.)
** 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.
APM allows users to remove the complexities of broker integration for semi and fully automated, multi-strategy and especially portfolio-level trading and investing.
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.
In this course we will explore how relatively easy it is to generate and process multiple independent trading strategies or investing strategy signals while using only one brokerage account, allowing us to manage and diversify portfolios and to reduce the effort and time spent daily.
All of this can be accomplished while considerably minimizing or eliminating potential order entry errors on the order entry and exit workflow process side.
(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).
| Module 1 | Introduction and Who this Course is for |
| Unit 1 | Pre-amble and Disclaimers |
| Unit 2 | Introduction |
| Unit 3 | Course Pre-Requisites |
| Unit 4 | Course Agenda |
| Unit 5 | Who this Course is for |
| Module 2 | Reasons to Semi or Fully Automate Trading or Investing Workflow |
| Unit 1 | Reasons to Semi or Fully Automate Trade or Investing Workflow |
| Module 3 | The Difference Between Semi and Full Automation |
| Unit 1 | The Difference Between Semi and Full Automation |
| Module 4 | Introductory Overview of the Semi and Full Automation Process |
| Unit 1 | Introductory Overview of the Semi and Full Automation Process |
| Module 5 | Technology Stack Overviews |
| Unit 1 | Technology Stack Overviews |
| Module 6 | How to Setup and Configure the Tech Stack |
| Unit 1 | Intro – How to Setup and Configure the Tech Stack |
| Unit 2 | Step 1 – Install and Configure IB Gateway |
| Unit 3 | Step 2 – Install and Configure Alera Portfolio Manager and IB Gateway Connection |
| Unit 4 | Step 3 – Configure Daily Data Update in Alera Portfolio Manager |
| Unit 5 | Step 4 – Create Buy and Sell Signal Scripts from Templates Provided |
| Unit 6 | Step 5 – Create AmiBroker Analysis Project Files and AmiBroker Batch File |
| Unit 7 | Step 6 – Create Alera Portfolio Manager Strategy tab that Executes AmiBroker Batch and Strategy |
| Module 7 | Day to Day Operation |
| Unit 1 | Day to Day Operation – Keeping Things Running |
| Module 8 | Another System/Strategy Example using MACD Signals |
| Unit 1 | Another System/Strategy Example using MACD |
| Module 9 | Switching from Paper Trading to Live Trading |
| Unit 1 | Switching from Paper Trading to Live Trading |
| Module 10 | Integration Assistance |
| Unit 1 | Integration Assistance |
| Module 11 | Next Steps |
| Unit 1 | Next Steps |
| Module 12 | Course Downloads and Resources |
| Unit 1 | Course Downloads and Resources |
| Module 13 | Course Additions and Corrections |
| Unit 1 | Course Additions and Corrections |
| Unit 2 | Using Time-Based Exits |
| Unit 3 | Changes to Original RSI-2 Code -Version 2.0 |
| Unit 4 | Alternative RSI-2 Script using Custom Backtester Interface (CBT) – Version 1.0 |
Sale Page: amibroker
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Delivery Method:
After your purchase, you’ll get access to the downloads page. Here, you can download all the files associated with your order.
Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from Coursedownloads.
