How to backtest your trading strategy in amibroker
Just like a real Managed Fund or Hedge Fund. And you will be able to see a Green buy arrow and a Red sell arrow on your chart where the system bought and sold! This tool is so amazing and powerful, and I have often spent countless hours tweaking a system or method and checking the statistics it brings up. I hope you enjoy it too, go and play with it and see what you come up with! How to Compare Equity Curves. How to Code Trend Pilot: How to Remove Excess Signals.
Babu Kothandaraman - December 21, Witbooi - March 30, Good day, on Amibroker 5. Craig - June 4, I see that you are not taking anymore paid subscribers. Are you planning on taking on more clients in the future and if so, what are the benefits?
Email will not be published , required. Styled by Sapphire Stretch. Topics AmiBroker from 10, Feet 20 min AmiBroker is a comprehensive technical analysis program, with advanced charting, backtesting and scanning capabilities.
For those not familiar with the application, we will quickly cover some of the major areas of functionality. For more information, see the Tutorial section in the AmiBroker help file. Rather, it is a set of tools which can be used with data from a variety of providers, including Norgate, CSI, TeleChart, Yahoo and others.
We will discuss some of the advantages and disadvantages of each of these providers, as well as items that are important to consider for any provider you might decide to use. Fortunately, you need only a limited set of commands to implement a basic script, particularly if you have a template to start from. However, AmiBroker contains a rich set of indicators and other functions that will ultimately allow you to test a wide variety of trading ideas.
Running a Scan 20 min A Scan is the quickest, easiest way to generate a set of signals from your trading rules. Coding Part 2 40 min In our second coding session, we will introduce several more common AFL functions. We will then move on to some typical trading strategy concepts like setups, limit orders, stop losses and profit targets.
Explorations 20 min AmiBroker Explorations allow you to easily extract data, format and present that data in AmiBroker, and export it to a CSV file that can be opened with Excel.
In this session we will discuss the variables and functions used to create an Exploration, as well as how to execute an Exploration and export the data. Explorations 10 min An AmiBroker Exploration is similar to a Scan, except that it provides a lot more flexibility.
Using the Code Template, we will create and execute a basic Exploration. But what if you want to plot a custom indicator like ConnorsRSI? In this coding session, we will discuss the AFL commands that are required for creating a custom indicator, as well as how to add that indicator to the AmiBroker environment.
Backtesting 30 min A backtest allows us to see how a trading strategy might have performed over some time period in the past when applied to a specific set of securities. In this session we will discuss how backtesting works in AmiBroker as well as how to troubleshoot a misbehaving backtest. Walk-through of the backtest template Using Scan or Explore to troubleshoot Exercise: Running a backtest on the ConnorsRSI Selective Strategy 30 min This hands-on exercise will give you an opportunity to run a backtest on the strategy described in the Guidebook provided with the course materials.
Those that wish to implement the strategy rules themselves may do so, but a fully functional version of the AFL for the strategy will be provided as well. This version can be used to verify your own results, or as a template from which to make modifications to the strategy.
Common Mistakes 20 min The more power and flexibility that a tool provides for its user, the more opportunities there are for things to go awry. This is just as true for software tools as it is for motor vehicles and chainsaws. In this session we will teach you how to avoid common pitfalls that occur when doing analysis within AmiBroker. Learning how to program in AmiBroker can save you hundreds of hours and make you a more profitable trader. When you get those great trading ideas, you will now be able to test them immediately on your own!
You will receive two classes of instruction, a copy of one of our Strategy Guidebooks, knowledge on how to backtest your strategies, along with being able to run your scans to get the trades that are signaling.
Class Size is Limited first-come, first-served In order to assure everyone receive the proper full attention, class size is strictly limited.
We expect this class to sell out. In order to assure your spot in the class, please click here to register online or please call ext. By the end of this course, you will be in the position to test your strategies, improve upon your strategies, and scan for the set-ups for your strategies.