That you already know AmiBroker This is a very powerful tool for technical analysis. At Connors Research, it’s the application that we use for everything from simple signal generation to simulating portfolio results for complex strategies involving limit orders, scaling, hedging and more.
Advanced AmiBroker Coding
Are You a Trader Looking to Learn? Advanced AmiBroker How to improve your trading results by learning programming skills
That you already know AmiBroker This is an excellent tool for technical analysis. At Connors Research, it’s the application that we use for everything from simple signal generation to simulating portfolio results for complex strategies involving limit orders, scaling, hedging and more. If you’re ready to tackle these advanced analysis tasks yourself, then this course is for you.
Sign up for our 2-Day Course
On June 9 & 10 Matt Radtke, Director Of Research for Connors Research taught the same AmiBroker Connors Research uses programming techniques to build and maintain high-performing strategies. You will be able to conduct your own testing and analysis, which professional traders use to enhance their trading and investment returns by the end of the course.
The full power of AmiBrokerYou can use historical data to simulate the trading system and gain insight into its future performance. We will show you how this can be done.
Course Objectives
This course is intended for traders who are interested in using the course. AmiBroker You will be able to create complex optimizations and backtests using the Custom Backtester Interface (CBT). After completing this course, you’ll be able to:
- The Custom Backtester has three levels. You need to decide when to use them. Any system can be customized in minutes to meet your trading style, risk preference and psychological profile. You will learn all the intricacies of system development to create your personal trading system. You’ll learn how to personalize your position sizing, hedging strategy and trade timing.
- Use the Custom Backtester to add custom metrics. You can create more robust trade results to compare trading systems with customer metrics such as Trade Quality. Include annual breakdowns for trades and returns in your results. Check that your system performs consistently month-to-month and year-to year and is resilient through good and bad times.
- You can create your trading model from scratch to see how it would perform under historical trading conditions.
- Use some of AB’s more powerful functions. You can now refine and improve your trading system, reduce risk and increase performance.
- Make sure you optimize correctly. Avoid the common pitfalls “over-optimization” Create historical-validated improvements to your trading systems.
- Multiple time frames can be used, such as weekly bars in a daily test. Further improve your system’s accuracy by trading along with short and long-term time frames.
- Scale into positions. Build into your trading system, the same proprietary scaling-in methods of Connors Research’s best strategies.
- In your programming, consider the impact on your portfolio. Look for ways to improve the performance and overall performance of different positions within your portfolio.
What’s Included
- More than seven hours of instruction online with Matt Radtke
- There are several breakout sessions where you can spend some time with the people you care about. AmiBroker
- You can modify the AFL and CBT codes templates to suit your needs.
Prerequisites
- AmiBroker Version 5.5 or higher must be installed
- A data source designed to work with AmiBroker We can assist you with this prior to the class, if necessary.
- AFL basics and the topics discussed in the “Introduction to AmiBroker” course.
Topics
Introduction
AmiBroker It is a very powerful analysis tool and requires practice to be used effectively. In today’s course we will do a deep dive into some of AmiBroker’s most powerful functionality, including portfolio backtests, optimizations, and the Custom Backtester Interface or CBT.
Advanced Functions
AmiBroker’s AFL scripting language provides a diverse set of variables, commands and functions that you can use to develop custom indicators, scans, explorations, backtests, and explorations. The AFL help file contains over 350 AFL functions. We will be discussing some of the most important functions as you develop advanced AFL scripts.
- Status
- Lookup
- _TRACE()
- SetTradeDelays
- Foreign/SetForeign
Optimization
An optimization is a way to automate a set backtests, each with its own set of input parameters. Each test (or combination of parameters) is usually related to a specific strategy variation. One example is a strategy where the ConnorsRSI threshold of trade entry varies in increments from 10 to 25, which could be used to test. We will be discussing how to make the AFL for a back-test into an optimization.
- How to set this up
- The Optimize function
- To handle odd increments, use the Switch function
TimeFrame Compress/Expand & Set/Restore
You can run a backtest AmiBroker Allows you to choose the base length for each “bar” The timeframe for the test. This is also called the timeframe. There are many options for testing 1-minute bars, daily or weekly bars. You may want to test multiple timeframes in a single test. One example is a market timing rule, which compares the SPY’s current weekly close with the weekly closes for the past year. In this section we’ll illustrate the use of the AFL functions for manipulating timeframes.
- Functions: TimeFrameCompress/TimeFrameExpand/TimeFrameSet/TimeFrameRestore
- How to use weekly bars during a daily test
- You can easily set end of week/month/quarter variables
- Review TimeFrame code examples
Scaling & the Position Size Array
Scaling into trades has the potential to significantly increase your profits. This session will cover how to implement a basic scaling strategy in an All Trades test.
- The scale 2/3/5 in
- Refer to the Scale In Code Template
- Average entry price
- Interpreting trade list
Exercise: Scaling an All Trades Test
This will include executing the code template for scale-in and verifying that strategy logic is functioning as expected.
Portfolio Considerations
Simulating the trades of a strategy as part of a portfolio can be a huge step above simply creating trading signals or running an analysis. “all trades” test. In this session we’ll discuss money management issues like position sizing and margin, as well as mechanics like prioritizing your trade signals and limiting the number of open positions.
- Max Positions
- SetPositionSize
- Round Lot Size
- Position Score
- Margin
Introduction to the CBT
The Custom Backtester Interface (or CBT) is one of the most powerful tools in existence. AmiBroker. Your own backtesting codes allow you to have complete control over the execution of your trading signals. They also open up new avenues for reporting and metrics. This section will discuss the CBT and the easiest way to implement a custom backtesting process.
- What makes it so useful?
- There are three levels of difficulty: medium/high/low
- CBT-specific functions: SetBacktestMode and SetCustomBacktestProc
- Static Variables
- Check out the High-Level CBT Code Template
High-Level CBT and Custom Metrics
The high-level CBT allows you to easily implement custom metrics without needing to deal with the technicalities of processing trade signals. This session will cover both summary and per trade custom metrics. We’ll also show you how to implement them using a code templates.
- Custom Trade Metrics
- Custom Portfolio/Summary Metrics
- Refer to the Trade Metrics Code Template
- Refer to the Portfolio Metrics Code Template
Exercise: Using the Code Templates to generate custom metrics
This will allow you to gain hands-on experience in implementing, executing, as well as troubleshooting custom metrics.
CBT Low Level
Connors Research’s low-level CBT interface is used to implement backtests and optimizations. This article will focus on the different types of problems that this construct can solve, especially in the context portfolio tests. We’ll also show you how to implement the solutions using example code.
- The Low Level CBT is required for certain types of tasks
- To convert cash into custom interest rates such as T-Bill,
- Portfolio test with limits or scale-ins
- Controlling the order in which entries and exits are made
- Rotational systems
- Hedging
- Refer to the Low-Level Code Template for CBT
Exercise: Applying a Portfolio Test With Limit Entries
This exercise will see students create their portfolio test with limit entry using the code templates. This mini-project will bring together many of the skills learned throughout the course.
Common Mistakes
There are more chances for things to go wrong the more powerful and flexible a tool offers. We will be discussing common pitfalls when performing portfolio tests. AmiBroker. One colleague said it: “if the results seem too good to be true, I probably made a mistake”.
- Timing of trade
- The future is in sight
- Trading rules that are difficult to implement in real life
Additional Sources and Q&A
Total Time Estimate: 7-8 hours
This course is for experienced students AmiBroker Programmers Who Want to Learn Advanced Enhance their trading results with programming skills
Sign up today
The cost of “Advanced AmiBroker Programming” Is $1500 You can also access this course On-Demand. This course will provide you with two days of instruction and advanced knowledge on backtesting your strategies. It also includes knowledge on how best to use CBT.
***Beginning Class in AmiBroker Programming is possible.***
SPECIAL OFFERIf you’d like to take both The Beginning and The End, Advanced AmiBroker Get all three courses for $2,000 at a discounted price (save $50)
Advanced AmiBroker Coding
Class dates: On-Demand
Price: $1,500
We are available at.
888-484-8220 ext. 3, 9am-5pm ET, M-F,
(or 973-494-7311, ext 3 outside the U.S.
About the Class Instructor
Matt Radtke
Matt Radtke, Senior Researcher, is with Connors Research. Radtke is a Michigan State University magna cum felicite graduate with a degree of computer science. He has over 25 years of experience in software development, both large and small. Hewlett-Packard and Bell Northern Research are two examples. Since 2008, Mr. Radtke has been active in trading stocks, ETFs and options. Over the past several years he has become increasingly involved with the Connors Group family of companies, first as a student, then as a member of Chairman’s Club, and finally as a consultant, researcher, and author.
About Connors research
Connors Research provides high-quality data-driven research on trading, for individual investors, hedge funds and proprietary trading firms.
Connors Research has published the following strategies:
- Completely Original & Unique to Connors Research
These strategies won’t be found anywhere else. - Consistent With Strategies Used By Billion-Dollar Hedge Funds
Managers of institutional money make decisions based upon sophisticated computer-run analysis of huge amounts of trading data. - Historical Validity Over Many Years and All Market Types
To improve your trading decisions, we quantify exact patterns. Our proprietary database covers more than two decades and includes over 12 million quantified trades. - Tens of thousands have relied on our research over the years.
The best-selling books like “How Markets Really Work”Connors Research offers professional-level tools for active traders, including PowerRatings subscription services.
Sale page: https://store6372061.ecwid.com/#!/Advanced-AmiBroker-Coding/p/46730027/category=12111802
Here’s what you’ll get in Advanced AmiBroker Coding
Advanced AmiBroker Coding: Sample
Course Features
- Lectures 1
- Quizzes 0
- Duration Lifetime access
- Skill level All levels
- Students 0
- Assessments Yes
