Resources & Articles

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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