Combo 4 New Courses From AmiBroker
This course will explore various methods for creating Rotational Systems in AmiBroker.
It includes approximately two hours of online instruction as well as AFL code templates that you can easily modify for your own needs and Excel files containing AmiBroker test results for the sample strategy presented in the course.
Module 1: Introduction to Rotational Strategies
What are rotational strategies?
Sample Strategy Rules
A Simple “Rotation Like” approach
Module 2: AmiBroker Support for Rotational Strategies
AmiBroker’s Rotational Mode
Converting the Sample Strategy to use backtestRotational mode
Comparison of Results
Advantages and Disadvantages
Module 3: Recreating Rotational Mode with a CBT
Controlling the rotation process
Converting from Mid to Low Level CBT
Comparison of Results
Module 4: More CBT Functionality
Separate Worst Rank Held for Long and Short
Comparison of Results
Module 5: Office Hours (Q&A)
Office Hours Session (Course Attendee Q&A)
The CBT Intensive course is designed for traders who want to use AmiBroker to create complex back tests and optimizations using the Custom Backtest (CBT) interface.
At the completion of this 4+ hour course, you will be able to:
Determine when to use each of the three levels of the Custom Back Tester
Add custom trade metrics via the Custom Back Tester
Add custom portfolio metrics via the Custom Back Tester
Exercise complete control over the processing of entry and exit signals
Enter, modify, and exit trades at will
Perform auxiliary functions like hedging
Introduction to the CBT
This course will focus on developing adaptive trading strategies using AmiBroker, leveraging the Custom Backtest (CBT) interface which was introduced in the CBT Intensive.
At the completion of this course, you will be able to:
Define your own Market Regimes
Consider how trade setup, entry, and exit are assigned to a regime
Summarize metrics by regime
Modify your AFL to use adaptive (regime-specific) parameters
Compare the adaptive strategy performance to a baseline
AmiBroker version 6.0 or later installed. Version 6.20 or later is preferred.
Installed a data source and configured it to work with AmiBroker.
Have basic familiarity with AFL, including the ability to create and execute back tests and optimizations with AmiBroker’s standard back test engine.
Understand how the CBT works, including the AmiBroker object model and creating custom metrics
Defining Market Regimes
Market Regime Functions
Evaluation in Excel
Out-of-Sample (OOS) Optimization
Out-of-Sample (OOS) Adaptive Results
Compare OOS Adaptive to OOS Static
Compare OOS Adaptive to OOS Optimization
Adaptive Parameter Refresh
Learn How to Automate Your Portfolio-level Trading & Investing Strategies with AmiBroker, Interactive Brokers and Alera Portfolio Manager.
(Note: Alera Portfolio Manager only currently supports Interactive Brokers and US stock trading at the present time. More brokers and instruments are planned in the future.)
** Course Bonus — 3 Complete AFL Strategy Code Scripts will be Included with Course after order confirmation.
In this course, we will teach AmiBroker users how to generate — and semi or fully automate — buy and sell signals for multi-strategy, multi-system and portfolio-level trading and investing.
The approach covered in this course is really designed for simpler trade automation and active trading or investing system diversification for anyone.
APM allows users to remove the complexities of broker integration for semi and fully automated, multi-strategy and especially portfolio-level trading and investing.
By removing the broker complexities, users are free to concentrate their efforts on developing strategies (or using already developed strategies) without having to worry about much else.
In this course we will explore how relatively easy it is to generate and process multiple independent trading strategies or investing strategy signals while using only one brokerage account, allowing us to manage and diversify portfolios and to reduce the effort and time spent daily.
All of this can be accomplished while considerably minimizing or eliminating potential order entry errors on the order entry and exit workflow process side.
(Two trading strategy implementation examples along with code are provided for instructional purposes only, within the course – RSI-2 Reversion Strategy using limit orders, and, a Simple MACD Strategy using MOC/MOO orders).
Module 1 Introduction and Who this Course is for
Unit 1 Pre-amble and Disclaimers
Unit 2 Introduction
Unit 3 Course Pre-Requisites
Unit 4 Course Agenda
Unit 5 Who this Course is for
Module 2 Reasons to Semi or Fully Automate Trading or Investing Workflow
Unit 1 Reasons to Semi or Fully Automate Trade or Investing Workflow
Module 3 The Difference Between Semi and Full Automation
Unit 1 The Difference Between Semi and Full Automation
Module 4 Introductory Overview of the Semi and Full Automation Process
Unit 1 Introductory Overview of the Semi and Full Automation Process
Module 5 Technology Stack Overviews
Unit 1 Technology Stack Overviews
Module 6 How to Setup and Configure the Tech Stack
Unit 1 Intro – How to Setup and Configure the Tech Stack
Unit 2 Step 1 – Install and Configure IB Gateway
Unit 3 Step 2 – Install and Configure Alera Portfolio Manager and IB Gateway Connection
Unit 4 Step 3 – Configure Daily Data Update in Alera Portfolio Manager
Unit 5 Step 4 – Create Buy and Sell Signal Scripts from Templates Provided
Unit 6 Step 5 – Create AmiBroker Analysis Project Files and AmiBroker Batch File
Unit 7 Step 6 – Create Alera Portfolio Manager Strategy tab that Executes AmiBroker Batch and Strategy
Module 7 Day to Day Operation
Unit 1 Day to Day Operation – Keeping Things Running
Module 8 Another System/Strategy Example using MACD Signals
Unit 1 Another System/Strategy Example using MACD
Module 9 Switching from Paper Trading to Live Trading
Unit 1 Switching from Paper Trading to Live Trading
Module 10 Integration Assistance
Unit 1 Integration Assistance
Module 11 Next Steps
Unit 1 Next Steps
Module 12 Course Downloads and Resources
Unit 1 Course Downloads and Resources
Module 13 Course Additions and Corrections
Unit 1 Course Additions and Corrections
Unit 2 Using Time-Based Exits
Unit 3 Changes to Original RSI-2 Code -Version 2.0
Unit 4 Alternative RSI-2 Script using Custom Backtester Interface (CBT) – Version 1.0
Forex Trading – Foreign Exchange Course
Want to learn about Forex?
Foreign exchange, or forex, is the conversion of one country’s currency into another.
In a free economy, a country’s currency is valued according to the laws of supply and demand.
In other words, a currency’s value can be pegged to another country’s currency, such as the U.S. dollar, or even to a basket of currencies.
A country’s currency value may also be set by the country’s government.
However, most countries float their currencies freely against those of other countries, which keeps them in constant fluctuation.
More Course: FOREX TRADING
Outstanding Course:James Altucher – The Altucher Alliance