AmiBroker Rotational Strategies Course

Rotational strategies are a way of always being invested in the “best” securities while only trading at predetermined intervals like monthly or quarterly. In this course, you’ll learn how to build rotational strategies in AmiBroker.

​Course Objectives

• ​Review what rotational strategies are and how they work
• Learn three different methods to implement rotational strategies in AmiBroker
• Understand what each different method offers and what challenges it might present
• Determine when you need to “bite the bullet” by using a low-level CBT

Included in The Course 

• ​​Approximately two hours of online instruction
• One hour of one-on-one access (over email or Skype) to Matt to ask any questions you may have
• Code templates that you can easily modify for your own needs
• AmiBroker test results

I found Matt’s CBT Course to be invaluable. Having used Tradestation for many years, I began working with Amibroker about a year ago. Matt’s help was a massive shortcut for me. There are many possible pitfalls when designing and testing systems. Improper coding is certainly one of them. And with Matt’s help, I was able to learn how to code in Amibroker both accurately and efficiently. The skeleton code that comes with the course is something I’ve used over and over. And the ability to go back and review the videos and PowerPoint slides allows me to easily refresh myself on concepts I may not have used for a while. I highly recommend Matt and the CBT course.

Rob H

​Custom Backtester 
Course Student

Prerequisites 

• ​​Install AmiBroker version 6.x (Version 6.2 or later is preferred) including a data source
• Intermediate or better experience with AFL, including the ability to create and execute back tests and optimizations with AmiBroker’s standard back test engine
• Basic familiarity with how a Custom Backtest works. If you have not used a CBT before, then t​he  ​AmiBroker Custom Backtester Course is highly recommended.
  

Summary of 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
• Compare the Results

Module 4: More CBT Functionality

• Rebalancing
• Separate Worst Rank Held for Long and Short
• Compare the Results
• Summary

Sign Up Now!

If you have questions about the course that you want to ask, ​Contact Me. 

​​I enrolled in Matt’s Amibroker CBT Intensive course and got a lot more than I bargained for. I expected something along the lines of “do this, then do that”, etc. Instead, I received expert explanations of how the CBT works, its order breakdown, etc that I could apply across all parts. I’ve been staring at back-testing code for years and, while I could follow the logic, never understood how it all held together. This course was a big deal for me. I did the homework Matt set and applied it to one of my systems. Eureka! It worked!
Thank you, Matt. Great work – 10/10 and highly recommended.

Helena D

Custom Backtester 
Course Student