As 2021 draws to a close, many of us are thinking about how to improve our trading strategies for 2022. If your plan includes creating or modifying a strategy written for AmiBroker, then it might be a good time to elevate your skills with one of my advanced AFL courses from Alvarez Quant Trading: AmiBroker …
A new version of the Equity Combo Utility has been released, and includes the following new features: Modes 1 and 3 have been combined to provide a simplified user interface while adding new functionality. When optimizing the percentage allocation to each strategy, the utility can now consider up to ten strategies instead of just two. …
Recently a student of my CBT course asked why he wasn’t seeing the usual output (including dates) when he selected AmiBroker’s “Detailed Log” option and ran a backtest that utilizes a low-level CBT. The answer is that much of the Detailed Log output comes from AmiBroker’s ProcessTradeSignals method, which isn’t used in a low-level CBT. …
Below is a list of web sites that I visit frequently as well as other useful resources. Check them out! AmiBroker & Data The Official AmiBroker Site is the place to go to purchase AmiBroker and related tools, search the knowledgebase, and browse the code library. The AmiBroker Community Forum is a great place to …
Last year I wrote a post about combining equity curves as a way to estimate the combined performance of multiple trading strategies. I’m happy to announce that I have upgraded some of the features, worked around a number of AmiBroker challenges, and am now offering the utility for sale. Please visit my Services page for more details.
My colleague Dave Di Marcantonio runs several web sites, including AmiBroker Courses where I sell some of my training courses. Dave recently published an introduction to trading automation, sometimes referred to as auto trading. Dave’s course also provides details about Alera Portfolio Manager, a new trading automation solution. APM can be integrated directly with AmiBroker but also …
In a previous post we examined how back test results could be summarized for different market types. In today’s post, we’ll look at how we can use that information to tune our strategy for live trading. As the basis for this exercise, we will use a modified version of the short mean reversion strategy known …
Last night I revisited the topic of creating adaptive strategies for an audience from the AmiBroker Canada User Group and a local chapter of the Canadian Society of Technical Analysts. The presentation was well-received, and the audience asked thoughtful questions at the end. If you want to listen in, the recording can be found here.
One of the many interesting ideas put forth by Dr. Van K. Tharp is that you should not try to find a trading strategy that works in every type of market. Instead, he advises trading only those strategies that have performed well in the past under conditions similar to the current ones. If you choose to adopt …
Recently I gave a presentation describing the process of creating and validating a simple trading strategy using AmiBroker. In this case, the instruments traded were the NIFTY and Bank NIFTY indices from the NSE in India, and the primary indicator used was the SuperTrend indicator. Although the performance results of the strategy are quite respectable, …
