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, …
September 20, 2018
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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 …