What You’ll Discover in Matt Radtke Programming Adaptive Strategies in AmiBroker
AmiBroker Version 6.0 or higher must be installed. Version 6.20 or higher is preferred. Setup a data source and made it work. AmiBroker. You should have a basic knowledge of AFL and the ability to execute it back. File Size: 1.57GB
Matt Radtke – Programming Adaptive Strategies in AmiBroker
This course will teach you how to develop adaptive trading strategies. AmiBrokerYou can use the Custom Backtest (CBT), interface that was introduced in The CBT Intensive.
After completing this course, you’ll be able to:
- Define your Market Regimes
- Take into account how trade setup, entry and exit are assigned to a particular regime
- Summarize metrics according to regime
- Modify your AFL so that it uses adaptive (regime)-Particular) parameters
- Compare adaptive strategy performance to a baseline
Prerequisites:
- AmiBroker Version 6.0 or higher must be installed. Version 6.20 or higher is preferred.
- Configured the data source to work with it. AmiBroker.
- A basic knowledge of AFL is required, including the ability create back tests and optimize with them. AmiBroker’s standard back test engine.
- Understanding the workings of the CBT, including the AmiBroker Create custom metrics by creating an object model
Get your instant download Matt Radtke – Programming Adaptive Strategies in AmiBroker
Topic Summary
Session 1
- Defining Market Rules
- Market Regime Functions
- Regime Assignment
- Metrics
Session 2
- Out-This is-Probe Testing
- In-Exemple of Optimization
- Evaluation in Excel
- AFL Updates
Session 3
- Out-This is-Sample (OOS-Optimization)
- Out-This is-Sample (OOS). Adaptive Results
- Compare OOS Adaptive OOS Static
- Compare OOS Adaptive OOS Optimization
- Adaptive Parameter Refresh
Learn more: Â http://archive.li/tPrpl
IMPORTANT: This is the entire “Matt Radtke – Programming Adaptive Strategies in AmiBroker” It is totally Downloadable Available in Your account
(In the event of a broken or lost link, we will renew your connection shortly.
We are grateful for your patience.