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 Products page for more details. If you’re …
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, …
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 …
