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. …
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.
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, …
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, myself included, use more than one strategy to help smooth their portfolio returns. The idea …
