What You’ll Discover in Advanced AmiBroker Coding
Advanced AmiBroker Coding
Here’s What You Will Get In Advanced AmiBroker Coding:
Are you a trader looking to learn? Advanced AmiBroker You can improve your trading results with programming skills
It’s something 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.
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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 investing 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 exactly how to do that in this course.
Course Objectives
This course is intended for traders who are interested in using the Internet. AmiBroker To create complex backtests and optimizations with the Custom Backtester interface (CBT). You will be able:
- The Custom Backtester has three levels. You need to decide when to use them. You can customize any system in minutes to suit your trading style, risk preferences and psychological profile. You will learn all the intricacies of system development to create your personal trading system. Learn how you can customize your position sizing, hedging strategy and trade timing.
- Use the Custom Backtester to add custom metrics. Get more robust trade data so that you can compare different trading systems using customer metrics, such as Trade Quality. Include annual breakdowns for trades and returns in your results. You can be sure that your system will continue to perform month after month, year after year, and remains robust in both good and bad years.
- 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 these pitfalls “over-optimization” Create historical-validated improvements to your trading systems.
- Multi-time frames are possible, such weekly bars being used in a daily bar 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
- Matt Radtke offers online instruction for over seven hours
- 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 If you need help, we can assist you before the class.
- AFL and the topics discussed in the course will be familiarized. “Introduction to AmiBroker” course.
Topics
Introduction
AmiBroker It is an extremely powerful analytical tool. However, it needs to be used effectively with practice and training. 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 (combination) corresponds to a particular 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 known by the timeframe. It is possible to test daily, weekly, and 1-minute bars. You may want to test multiple time frames in a single test. Some strategies, for example, use a market timing strategy that compares the SPY weekly close to the closes of the previous year. In this section we’ll illustrate the use of the AFL functions for manipulating timeframes.
- Functions: TimeFrameCompress and 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 can be a powerful way to increase your gains. We will be discussing how to implement an All Trades scale strategy.
- The scale 2/3/5 in
- Refer to the Scale In Code Template
- Average entry price
- Interpreting the trade lists
Exercise: Scaling the 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.
- Maximal 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.
- It is useful for what?
- There are three levels: high/medium/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. We will be discussing both summary and per-trade custom metrics in this session and how they are implemented with a code template.
- Custom Trade Metrics
- Custom Portfolio/Summary Measures
- Check out the Trade Metrics Code template
- Refer to the Portfolio Metrics Code Template
Exercise: Using the Code Templates to generate custom metrics
This exercise will provide hands-on practice in the implementation, execution, and troubleshooting of custom metrics.
Low-level CBT
Low-level CBT is the interface that Connors Research members use to implement backtests or optimizations. We will talk about the problems this construct can solve, in particular for portfolio tests. Then, we’ll show the solutions using examples code.
- There are many types of tasks that require low-level CBT.
- To increase cash availability, apply a custom interest rate like T-Bill
- Portfolio test with limits or scale-ins
- Controlling the order of entry and exit
- Rotational systems
- Hedging
- Refer to the Low-Level Code Template for CBT
Exercise: Implementing Portfolio Testing with Limit Entry
Students will use the provided code templates to create their own portfolio test that allows for limit entries. This mini-project will bring together many of the skills learned throughout the course.
Common Mistakes
The greater the power and flexibility of a tool, the more potential for things going wrong. We will be discussing common pitfalls when performing portfolio tests. AmiBroker. According to one colleague, “if the results seem too good to be true, I probably made a mistake”.
- Trade timing
- Looking to the future
- Real life trading rules are impracticable to implement
Additional Sources and Q&A
Total Time Estimate: 7-8 hours
This course is for experienced students AmiBroker Programmers looking to learn Advanced Enhance their trading results with programming skills
Sign up today
The cost of “Advanced AmiBroker Programming” It costs $1500 You can also access this course On-Demand. This course will provide you with two days of instruction and advanced knowledge about backtesting your strategies. It also includes knowledge on how best to use CBT.
***Beginning Class in AmiBroker Programming is also available.***
SPECIAL OFFER: You can take both the Beginning or the End. Advanced AmiBroker Get all three courses for $2,000 at a discounted price (save $50)
Advanced AmiBroker Coding
Classes: 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 of the U.S.
About the Instructor
Matt Radtke
Matt Radtke, Senior Researcher at Connors Research. Radtke received his computer science degree from Michigan State University. He has 25 years’ experience in software development at large and small companies, such as Bell Northern Research and Hewlett-Packard. 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 published these strategies:
- Completely Original & Unique to Connors Research
These strategies will not be published elsewhere. - 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
Our quantitative patterns can be used to help you make better trading decisions. Our proprietary database includes more than 12,000,000 quantified trades. It has been in existence for over 20 years. - Tens Of Thousands of traders have relied upon our research over the years
These are the best-selling books “How Markets Really Work”Connors Research offers professional-level tools for active traders, including PowerRatings subscription services.
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