[…]how to use AmiBroker. Learn how to test your trading ideas. Eight classes of professional instruction for $495. First class free with no credit card. 100% MONEY BACK GUARANTEE 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 […]
[…]files from classes Code templates that allow you to get coding quickly One hour of one-on-one access (over email or Skype) to Matt to ask any questions you may have I took Matt’s beginning and advanced Amibroker (AB) courses a few years ago. After that, I was able to code three swing-trading strategies. I also took Matt’s CBT and Adaptive Trading Course in AB in 2018. I then worked with Matt to significantly upgrade one of my 3 strategies and started trading it in Jan. 2019. Not only have my trading results more than paid for the course fees, but they have […]
[…]reduced, I will be focusing on Maximum Drawdown, Ulcer Index and Sharpe Ratio. But keeping an eye on Compounded Annual Growth Rate. Nasdaq 100 Results The grey row is EPS. Green cells are the best for that metric. The change in results from EPS and IVS are small. EPS had the best drawdown. The Sharpe Ratio improved by 5%, which is noise in my book. I am not seeing any real improvement in the risk numbers for the extra work. Russell 3000 Results Maybe a different index would produce different results Again, seeing very little change in the results. Drawdown […]
[…]and wanted to know more. Are stocks really moving less in tandem? Could there be another explanation for what is going on? Researching the numbers behind the chart may provide some interesting insights. From: WSJ As always the first steps is confirmation of the results. My data yielded nearly identical results which is always good especially since this is the WSJ. Research Details All the tests and data are from 1/1/2009 to 12/31/2010 using historical S&P500 constituent data. S&P500 Index Daily Returns The first step is looking at the daily returns for the S&P500 Index and putting them into return […]
[…]best patterns from the previous post. This pattern basically looks like 2 down closes which is a common rule in mean reversion strategies. The “black spinning top” which we saw in the previous post improved the numbers at a huge trade reduction does the same on the portfolio level test. Avoiding a pattern Instead of looking for a pattern within three bars of the setup, what if we avoid a pattern? For example, we do not want an “Inverted Hammer” happening in the last three bars of the setup. Now more patterns improve the results but only marginally. If […]
[…]about BJJ. These posts will be short and interspersed between my regular posts. Icons made by Freepik from www.flaticon.com is licensed by CC 3.0 BY One of my favorite parts about BJJ is that it forces you to focus. At the start of class, I am often still thinking about the research and trading day. I may be happy with my trading results for the day. Or thinking about a solution to research project or how to improve a client’s strategy. But I must quickly focus on the class and my training partner. He will soon be actively be trying […]
[…]the ConnorsRSI strategy from this post. The test period is from 1/1/2001 to 12/31/2017. The reason for testing so far back is I wanted to give the equity curve signals lots of triggers. Here are the baseline results without trading the equity curve. The Methods These are the methods I will test. If you have other ideas, put them in the comments below. If I get enough new ones, I will test them. The curve is above the (50,100,200) day moving average for last 5 days The 50-day moving average is above the 200-day moving average The 20-day moving average […]
[…]be nice to have another 6 years of this Bull Regime to match the previous one. The Crew Discussion On August 28th at 10am PT, my private trading group will be discussing these results. Join for a free 1-week trial and attend live or watch the recording. For more information on The Crew, click here. If you are already a member of The Crew, click here for time and Zoom information. Final Thoughts For Regime tests, the sample size is very small, but the pattern is clear. Bear Markets in this regime are different. Compared to the previous Bull […]
[…]sort of speak. He’ll admit he’s not perfect with it, and ask the student to use the Help section for reference often. His classes I’ve taken have always help me greatly. And have no regrets. In my opinion its money well spent and I feel very thankful having to find this man to help me through the complexity of AB/AFL. Anytime Cesar happens to offer any other new classes on AB, I’m in. PhilChicago, ILChart Course This is no ordinary course With the download videos, you learn at your own pace. You can rewind to make sure you understand […]
[…]evidence and attacking anyone presenting ideas that differ to the trend following mantra is not only unprofessional, it’s outright dangerous…. Is your risk random? Your trading model might have a random risk element and you might not even be aware of it. In particular longer term models need special care to avoid ending up with random risk. … Where Have All the Traders Gone? What is causing the plunge in trading volume (and […]
