AmiBroker’s Custom Back Test (CBT) interface is a feature that allows power users to completely control the backtesting process. This course will familiarize you with the CBT so that you can create complex backtests and customize your reporting. Course Objectives Learn at your own pace and on your own time About your instructor This course is taught by Matt Radtke. I have worked with Matt for over 8 years. We often consult with each other on AmiBroker questions or projects. I highly recommend this course to anyone who wants to learn the intricacies of the CBT. Matt Radtke is a […]
[…]how little some traders pay attention to how closely their backtest match their live results.” Torturing Historical Market Data – The first sentence is so true. “There’s no such thing as right or wrong data, just better or worse. Stock market data looks spotless when you just see the performance numbers, but looks can be deceiving.” Screw It, I’m All In, Baby – A little chart humor but so true. Improving the Simple ETF Rotational Trading Model – “What I love about trading models like this is the simplicity. So often simplicity trumps complication. Simple systems often have one important […]
[…]on market timing. Can having a good market timing rule, a profit target and stop loss be enough to randomly pick stocks and beat the market. The answer may surprise you. Testing Parameters Test date range is from 1/1/2004 to 12/31/2013. Entry an exit are done at the close. Maximum number of open positions is 10. Market Timing Rules Tested Close is above 200 day moving average (MA200) The 252 day return greater than zero (ROC) Close is in the top 75% of the 252 day range of closes (Closing Range) The 3 month (63 day) HV of the SPX […]
[…]= 100*((# of S&P 500 stocks trading above their 50 day SMA)/500) Above Indicator Test Both the Buy and Sell Rules use the same cut off value. Buy Rules On the last day of the trading week PercentAbove50 > (10,20,30,40,50,60,70,80,90) Buy SPX at the close Sell Rules On the last day of the trading week PercentAbove50 < (10,20,30,40,50,60,70,80,90) Sell SPX at the close Below Indicator Test Both the Buy and Sell Rules use the same cut off value. Buy Rules On the last day of the trading week PercentAbove50 < (10,20,30,40,50,60,70,80,90) Buy SPX at the close Sell Rules On the […]
[…]to learn the intricacies of the CBT. Matt Radtke is a trader, researcher, software engineer, and freelance consultant with a focus on helping clients build and test quantified trading strategies using AmiBroker. After earning a pre-internet Computer Science degree from Michigan State University, he spent more than two decades writing software for a variety of companies from small startups to multinational conglomerates like Hewlett-Packard. Mr. Radtke started trading stocks and options in 2007, and later added futures to the mix. In 2010 he was introduced to the concept of quantified trading by Larry Connors, and between 2012 and 2019 held […]
[…]one of the best investment tools you can make to improve the results of your trading, allowing you to test your trading ideas without losing thousands of dollars. Making the most of your AmiBroker software to meet your exact needs can be complicated—but resolved with the help of expert coding tailored to meet your needs. Looking for expertly written AmiBroker AFL code? Looking for a AmiBroker developer/programmer? For more than a decade I’ve been helping folks from all corners of the world unlock the power of AmiBroker, by overcoming the exceptional challenges that naturally result from some of the most […]
[…]Trading strategiesResearch and rules to strategies available only to The Crew membersPrivate forum to connect and share ideas with other tradersTrader's College presentations to learn more about specific area of trading Click here for more information Tech CometsTrades only NASDAQ 100 stocksAverage annual returns over 20%Winning trades with over 20% profit are commonNo intra day market watching. Orders are placed outside of market hours Click here for more information Volatility Trend TraderTrades only 2 ETFs (VIXY/SVXY)Average Annual Return over 30% using only 50% of the account Click here for more information Market SurferTrades only 2 ETFsAverage annual returns over 20%Average […]
[…]in. I will admit to higher chance of a mistake being made, but I have checked enough to feel comfortable posting the results. If I do find a mistake or one is pointed out to me, I will make sure to post a correction. Could looking at the data differently yield different results? Yes. Maybe focusing on % correct. Or adding a better trend filter? Or testing SCTR as a ranking filter in a strategy compared to other ranking filters. Something I would add is a price and volume filter. Maybe using the raw SCTR value is better? If I […]
[…]values in steps 3 & 4 to reduce whipsaws. I like this idea because it is simple and easy to test. Optimization Parameters Since he recommends finding the right values for each strategy, here are the parameters and values I tested. Volatility length (10 to 100 in steps of 10): VOL_LEN Volatility Cutoff (10 to 50 in steps of 2.5): CUTOFF Offset (0, 2.5, 5): OFFSET Return window days (1 to 9 in steps of 2). Also tested without this rule: ROC_LEN Rules Enter strategy when VOL_LEN-day HV is less than CUTOFF and ROC_LEN-day return is positive Exit Strategy VOL_LEN-day […]
[…]once a week. Total class time of 6-10 hours A 30 minute call with me before the classes start to understand what exactly you want to get from the course. Small class size of 5 to 10 students Homework each week. 30-60 minutes to further learn the concepts You will program a mean reversion strategy from beginning to end Minimum prerequisite: AmiBroker installed and connected to a daily data source. Help me shape the class by filling the survey below. Enter your email and I will send an AFL back test code template that I often use. Also included […]
