Programming Adaptive Strategies in AmiBroker By Matt Radtke
$44.00
Media Type: Online Course
Delivery Time: 1-3 days.
- Description
Description
Description
Programming Adaptive Strategies in AmiBroker By Matt Radtke – Instant Download!
This course will focus on developing adaptive trading strategies using AmiBroker, leveraging the Custom Backtest (CBT) interface which was introduced in the CBT Intensive.
At the completion of this course, you will be able to:
Define your own Market Regimes
Consider how trade setup, entry, and exit are assigned to a regime
Summarize metrics by regime
Modify your AFL to use adaptive (regime-specific) parameters
Compare the adaptive strategy performance to a baseline
Prerequisites:
AmiBroker version 6.0 or later installed. Version 6.20 or later is preferred.
Installed a data source and configured it to work with AmiBroker.
Have basic familiarity with AFL, including the ability to create and execute back tests and optimizations with AmiBroker’s standard back test engine.
Understand how the CBT works, including the AmiBroker object model and creating custom metrics
Topic Summary
Session 1
Defining Market Regimes
Market Regime Functions
Regime Assignment
Metrics
Session 2
Out-of-Sample Testing
In-Sample Optimization
Evaluation in Excel
AFL Updates
Session 3
Out-of-Sample (OOS) Optimization
Out-of-Sample (OOS) Adaptive Results
Compare OOS Adaptive to OOS Static
Compare OOS Adaptive to OOS Optimization
Adaptive Parameter Refresh
Module 1: Regimes & Metrics
Unit 1: Session 1 Presentation
Module 2: Optimization & Parameter Selection
Unit 1: Session 2 Presentation
Unit 2: Supplemental Files
Module 3: Final Evaluation
Unit 1: Session 3 Presentation
Unit 2: Supplemental Files