Resources & Articles

AFL

Equity Combo Utility Released

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 …

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Resources

Podcasts, Books & Other Trading Resources

The post below was shared by our colleagues at Quant Alpha TECH. We frequently get asked about ‘getting started in trading’.  The truth is, it’s a long journey, don’t believe the hype (and certainly don’t pay for any of it …

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Automation

Intro to Algo Trading

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 …

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Strategies

Strategy Tuning With Market Types

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 …

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Strategies

Adaptive Strategy Presentation

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. …

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AmiBroker

Reporting By Market Type

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 …

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AFL

Super Trend Indicator

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 …

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AFL

Combining Strategies with Amibroker

I’m a big fan of AmiBroker, particularly the speed and flexibility it provides for backtesting trading strategies. However, one thing that is not particularly straightforward in AmiBroker is combining multiple strategies into a single system. Many quantitative (a.k.a. systematic) traders, …

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Testing

Cesar’s First Rule

Much of what I know about the practical aspects of backtesting I learned from two of my colleagues at Connors Research, Cesar Alvarez and David Weilmunster. One particularly important lesson was Cesar’s observation that “if the results seem too good …

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