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 …
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 until you know what you’re doing), but you do need to start somewhere and it’s …
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 Manager, a new trading automation solution. APM can be integrated directly with AmiBroker but also …
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 this exercise, we will use a modified version of the short mean reversion strategy known …
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. If you want to listen in, the recording can be found here.
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 …
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 to be true, they probably are”. This situation comes up often enough that I now …
