[…]the Bull Regime. To end that Bull Regime, I looked for the first bear market after the March 2000 top. To end the 2000’s bear market, I then looked for the first end of a bear market in 2012. Now these dates are somewhat arbitrary but they cover a length of at least 10 years and feel about right. 20% Drawdown Wow, this turned out to be way more informative than I expected. A clear difference between Bear & Bull Regimes. Both in percentage of time in a bear market and the average depth of the bear market. Looking at […]
[…]going through some old issues of Technical Analysis of Stocks & Commodities looking for some ideas to test. In the November 2019 issue, I came across “Stock Market Seasonality: A Global Phenomenon” by Jay Kaeppel. The basic idea was that global markets share the same “buy in November and sell in May” phenomenon as the US market. This got me thinking about how markets have changed since 2012 or so. My theory is that before 2012, this pattern was better than either buy and hold or other start and end months. But after this time, buy and hold or longer […]
[…]I have been noticing renewed interest in leveraged ETF trading. More clients are coming to me to test out leverage trading ideas. I have been testing my own ideas. What I liked about this strategy is that it moved between leveraged ETFs, non-leveraged ETFs and TLT. The Strategy On the last trading day of each calendar month: Buy Rules VIX is less than or equal to 25 S&P 500 is greater than 200 day moving average VWO has positive 1-3-6-12W momentum BND has positive 1-3-6-12W momentum The 1-3-6-12W momentum is the average of 1 month return times 12, 3 month […]
[…]questions or projects. 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 various roles including researcher, […]
[…]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 […]
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 […]
[…]Contact Me. Take your AmiBroker programming to the next level Get the start of the course for free with no credit card. 2 hours of professional instruction for […]
[…]create ‘simple’ strategies in AmiBroker. I assume that you know how to use IF-ELSE statement and FOR loops. Do I need a data source? Yes, you will. It can be Yahoo.com or any other. Can I ask questions? I highly encourage and like questions. You can ask questions dover email Skype. 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. […]
[…]a strategy from beginning to end? You will after taking this self-paced course. Learn to test your ideas First class free with no credit card. 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 […]
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