You know that Amibroker is one of the best tools to create custom trading strategies, Signal Generation, Performing Technical analysis and even test/validate your trading models. At Marketcalls we use AFL Programming extensively to create Complex Custom Indicators, Trading Strategies, Trading Dashboard, Buy & Sell Signal Models. If you want to learn Amibroker and AFL Programming Language one step better then this course is for you.
What will you learn?
Learn the basic and advanced concepts in Amibroker AFL Programming. Be the market expert of your own.
Secret to Success
We believe there is no secret sauce for quicker success. Learn the unholy grail concepts and better trading strategy design principles.
Make Ideas Happen
Learn how to code your own trading ideas into trading strategies and indicators. Test it properly before going to trade live.
Day 1 Course Contents
Introduction to Trading System Design and Design Concepts
Will be discussing about the types of market, types of trading systems, trading system components. We will also be discussing what timeframe to use, data feeds, data types, price series contracts. Things need to consider while designing a trading system
Basics of Amibroker AFL Programming and Advance Looping Concepts
Understanding how AFL Programming Works. How to create custom Indicators, Scanners, Exploration, Trading Systems
How to Build Market Breadth and Custom Composite Indicators.How to Build Multi Timeframe Indicators. How to Design Simple Trading Systems using AFL code Wizard
Practical things to consider while doing AFL Programming.
Backtesting, Optimization and Key Backtesting Metrics
Even after successfully designing and constructing a working trading system, a trader may find that his or her system is imperfect. There may be some problems, such as an event that keeps generating losses; or maybe the rules are too broad and need to be optimized. What’s the easiest way to fix the problem? How effective is optimization? This section will show you how to troubleshoot and optimize your trading system to maximize profits and minimize losses.
Learn how to include various position sizing techniques while doing backtesting/optimization. Why Position Sizing is more important when comes to testing a trading strategy? How to construct Portfolio Backtesting, Max Positions in Portfolio Trading
Custom Backtesting, Walk Forward Testing, Monte Carlo Simulation
Validation of the predictive logic of the system is essential before putting money at risk. It is easy to fall into the trap of over-optimization even if you are very aware of it. That’s why, before trading any system, no matter how good it looks, it must be validated first. There are several methods of doing it and we will be discussing how to perform Monte Carlo Simulations and Walk Forward testing in Amibroker.
What is Custom Backtesting Interface. How to create custom trade metrics using CBT, How to understand/create a CBT AFL Code
Day 2 Course Contents
Creating Intraday Trading Strategies and Dynamic Trading Strategies
Will be discussing how to design an Intraday Strategies. How to put a ban an intraday trading strategy during a specific time. What are the things need to be considered while designing an intraday trading strategy
How to Design a dynamic trading strategy. Creating Dynamic Regime Switching Trading model. What is Trading the Equity Curve and how to code it
Designing Trading System Dashboard and Alerts
Focus on how to create trading system dashboard in Amibroker. How to Create Dashboard for Long and Short Strategies. How to Create Dashboard for Buy/Sell/Short/Cover rules
How to configure trading system alerts (Email/Push/Popup/Sound Notifications)
How to track real-time equity curve and building a dashboard to track last 5/10 trades results.
Position Sizing, Scale In and Scale-Out
How to dynamically vary the position size of the trading system. How to reduce/add position to the trading system
How to perform position sizing based on risk
How to perform limit order backtesting/optimization
Timing Models and Rotational Trading System
Introduction to simple timing models and how to create timing models in Amibroker.
How to Rank Stocks in a Portfolio.
Introduction to simple rotational trading/investing models and how to create rotational Models in Amibroker.
Mentor: Mr. Rajandran from MarketCalls
About the Mentor
Rajandran is a Full-time trader and founder of Marketcalls, hugely interested in building timing models, algos, discretionary trading concepts and Trading Sentimental analysis. He now instructs users all over the world, from experienced traders, professional traders to individual traders. Rajandran attended college in the Chennai where he earned a BE in Electronics and Communications. Rajandran has a broad understanding of trading software like Amibroker, Ninjatrader, Esignal, Metastock, Motivewave, Market Analyst(Optuma), Metatrader, Tradingivew, Python and understands individual needs of traders and investors utilizing a wide range of methodologies.