AmiBroker & Back Testing 101

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Course Objective

The course is designed for those that want to learn to use AmiBroker to test their trading ideas but who have very little or no programming experience in AmiBroker. By the end of the course, you will have the skills to code your trading idea, run a backtest on it, verify the results and create trading signals for it. We will code from beginning to end a strategy with a compounded return of more than 20% from 2004 to 2013. Imagine the world of new trading strategies that you could create with new found knowledge.

Learn at your own pace and on your own time.

• All videos and class materials are downloadable
• Watch them on your schedule.
• Make your own pace through the course to make sure you learn.
• Save time by having Cesar show you what is important to learn first.

Included In The Course

• Eight 45 minute downloadable pre-recorded video classes.
• AmiBroker files from classes
• Code template for backtests and explorations
• One on one access to Cesar to ask any questions you may have
• Program a mean reversion and a breakout strategy. These strategies are not meant to be traded.
• A 100% money back guarantee. See below for details.

Prerequisites

• AmiBroker 6.0 or greater
• Daily data source connected to AmiBroker with latest quotes
• A desire to put the time in to learn programming and backtesting

Thanks for everything, you are doing an “awesome” job at teaching this. I have no programming experience whatsoever, and new to Amibroker, but because of your ability to break this down, I am actually learning the material. Thanks for being so mindful in covering each and every step so that even a beginner with zero experience can get so much from the course.

Michael Tracy

Course Format

Each video will be about 45 minutes long. First I will review the previous video’s homework. Next, I will teach the new concepts for the new video. At the end, I will assign the homework for the next video. Homework is optional but if you are serious about learning, highly suggested. Homework will take most students about 30-60 minutes. The following course topics are subject to change.

Video 1 – AmiBroker overview

• Charting
• Auto Analysis Window
• Preferences Dialog
• Databases – Why having multiple is good
• Watch lists
• Help – The two pages I am always looking at even after 13 years
• Daily Data Sources – Premium Data, Yahoo, TeleChart
• Homework

Video 2 – Introduction to programming

• AmiBroker Editor- Basics and Tips/Tricks
• Programming Concepts: Simple Code, Statements, Variables, Functions , Operators, Comments, and Assignment
• AmiBroker function: Ref
• AmiBroker Arrays
• AmiBroker variables: Buy, Sell, Open, High, Low, Close
• Backtester Settings dialog
• How a backtest works
• Simple two line system
• Running backtest
• Reviewing trades
• Homework

Video 3 – Strategy Creation

• Go over the previous week’s homework. Answer any questions.
• Programming concepts: Boolean statements/and/or/comparison
• AmiBroker Variables: Volume, Short/Cover, PositionScore, BuyPrice, SellPrice
• AmiBroker Functions: RSI, MA, PositionScore
• Coding the Momentum Strategy
• Trade list checking
• Backtest report
• Homework

Video 4 – Strategy Verification

• Go over the previous week’s homework. Answer any questions.
• Backtest report – How to read, how to spot red-flags, viewing previous tests
• How to verify your strategy idea
• SetOption
• AmiBroker Functions: Sum, SetPositionSize, RoundLotSize
• Homework

I wanted more than just someone to show me how to click buttons in AmiBroker and write some simple lines of code. I wanted a person that has the time to teach me and answer my questions, has years of experience in programming, years of real life experience in the market, years of experience in AmiBroker in conjunction with practical application, and skin in the game. Well Cesar has this and more importantly is willing to share this information you! I highly recommend this course to all levels as with somethings in life you just need to start from the beginning regardless how knowledgeable we think we are.

Glenn Curry

Video 5 – How to add stops

• Go over previous week’s homework. Answer any questions.
• Adding a new chart indicator
• Programming: If/Else statement
• AmiBroker functions (IIF, ApplyStop)
• Building on the Momentum Strategy
• Homework

Video 6 – How to add Market Timing

• Go over previous week’s homework. Answer any questions.
• Mean Reversion Strategy Results
• Programming: FOR loops
• AmiBroker Function SetForeign, RestorePriceArray
• Building on the Momentum Strategy
• Homework

Video 7 – Using Explorations to get trading signals

• Go over previous week’s homework. Answer any questions.
• AmiBroker variable: Filter
• AmiBroker function: AddColumn, AddStrColumn
• Using Filter for debugging
• Exporting Results to a file and Excel
• What is ‘best’?
• How to build a strategy
• Homework

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Video 8 – Wrap Up and Final Questions

• Go over previous week’s homework. Answer any questions.
• What to try to reduce your max drawdown
• Common backtesting mistakes
• Other sources to continue your education
• Final Questions

The very first time I was dealing with Amibroker, I felt really lost because there are hundreds of built-in functions that you really need to understand how they work in order to develop your own algorithms in AFL language, you must not forget that Amibroker is a complex product. I was stuck in a point that I needed some help, that’s why I got into the course.
All I can really say is that the Amibroker & BackTesting 101 course was great ! The way the classes are structured gives you a solid confidence to advance and progress in your learning process of developing a custom backtesting strategy and guarantee you to understand how the built-in functions works in order to then create your own code and discover the results of your backtesting strategy.
The flexibility of the recorded classes were all I needed as a full-time university student, because it let me to continue with my day to day activities and learn Amibroker without sacrificing my studies at the university.
Professor Alvarez gives you the opportunity to e-mail him at any time for any hesitation and he will reply you very fast – believe me.
This was a great experience, I would definitely recommend to follow this course if you want to learn how to design an algorithm for a backtesting strategy in Amibroker.

Giancarlo Salirrosas M.
Economics & Finance Student
Certified Analyst by Lima’s Stock Exchange

Special Bonuses

Bonus #1: You get 2 hours of email/Skype access to Cesar to ask him any questions you may have on AmiBroker, homework, backtesting or any other trading subject. A $250 value!

Bonus #2: Now included with the course are over 9 hours of recorded office hours. During these times, previous students asked questions about the homework, how to do a particular piece of code or my thoughts on testing. Lots of great material to help with your education. A $450 value!

Sign up to stop the frustration of not being able to program your own strategies

Sign up and start learning AmiBroker. People have paid $1,000s of dollars to have Cesar teach them.

Sign Up Now!

Sign up and Cesar will contact you to discuss your current knowledge of AmiBroker, what you looking to get out of the course, what data source you are using and any particular areas that you want covered.

First class free with no credit card.

Eight videos of professional instruction plus the bonuses for $495.

If you have questions about the course that you want to ask Cesar, click here.

Start learning AmiBroker now.

End your frustration of not knowing how to use AmiBroker.

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100% MONEY BACK GUARANTEE

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You can ask for a full refund any time before the fourth video. No reason is needed. You can keep all material received to that point.

Frequently Asked Questions

Do I need previous programming experience? I assume you have no programming experience in AmiBroker or any other platform. I teach the programming basics that you will need.

Do I need a data source? Yes, you will. It can be Yahoo.com or any other.

Can I have no experience using AmiBroker? I assume that you have basic knowledge of using AmiBroker. I show areas of AmiBroker that are important for backtesting. I do not cover all aspects of AmiBroker because it is much too complex of a program to do that. I am glad though to answer any questions you have on areas I do not cover.

Can I get details on the strategy? The strategy is meant as a general exercise not as a finished strategy to trade. It has a very high drawdown.

Can I ask questions? I highly encourage and like questions. With the course comes 2 hours of my time to ask questions. These can be done over email or Zoom or a phone call.

How do I access the course material? I provide you with a download link each week.

Do I need to go through each class each week? No. This is a self-paced course. Take your time going through it. I will be around to answer questions past the eight weeks.

Can I get all the classes right away? Yes, you can. But then you cannot get a refund.

Can I get a refund? You can get a full refund at anytime before receiving the fourth class. Simply send me an email. No reason is needed but I do like to know if I did not meet your expectations.

What if I have more questions? Click on the sign up button or the contact me page.