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Matt Radtke – Building Rotational Systems In AmiBroker
$35.00$279.00 (-87%)
Install AmiBroker version 6.x (Version 6.2 or later is preferred) including a data source.
Matt Radtke – Building Rotational Systems In AmiBroker
Check it out: Matt Radtke – Building Rotational Systems In AmiBroker
This course will explore various methods for creating Rotational Systems in AmiBroker. It includes approximately two hours of online instruction as well as AFL code templates that you can easily modify for your own needs and Excel files containing AmiBroker test results for the sample strategy presented in the course.
Prerequisites
- View the free presentation Introduction to Scoring, Ranking, and Rotational Strategies
- Install AmiBroker version 6.x (Version 6.2 or later is preferred) including a data source.
- Intermediate or better experience with AFL, including the ability to create and execute back tests and optimizations with AmiBroker’s standard back test engine.
- Basic familiarity with how a Custom Backtest works. If you have not used a CBT before, then the CBT Intensive course is highly recommended
Course Outline
Module 1: Introduction to Rotational Strategies
- What are rotational strategies?
- Sample Strategy Rules
- A Simple “Rotation Like” approach
Module 2: AmiBroker Support for Rotational Strategies
- AmiBroker’s Rotational Mode
- Converting the Sample Strategy to use backtestRotational mode
- Comparison of Results
- Advantages and Disadvantages
Module 3: Recreating Rotational Mode with a CBT
- Controlling the rotation process
- Converting from Mid to Low Level CBT
- Comparison of Results
Module 4: More CBT Functionality
- Rebalancing
- Separate Worst Rank Held for Long and Short
- Comparison of Results
- Summary
Module 5: Office Hours (Q&A)
- Office Hours Session (Course Attendee Q&A)
