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Advanced AmiBroker Coding

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Do you want to learn advanced AmiBroker programming skills to improve your trading results?

AmiBroker is a powerful tool for technical analysis. It is the application that we use for everything from simple signal generation to simulating portfolio results for complex strategies involving limit orders, scaling, hedging and more. If you are ready to tackle these analysis tasks on your own, then this course is for you.

Sign up for our course.

The Director of Research for Connors Research taught the same AmiBroker programming techniques that they use in order to create and build high performing strategies. By the end of this course, you will be able to do your own high grade testing and analysis that professional traders rely upon to improve their trading and investing returns.

By using the full power of AmiBroker, you can mimic historical results for a system that mirrors exactly the way you trade, and gain insights into how it might perform in the future. We will teach you how to do this in this course.

The objectives of the course.

The course is designed for traders who want to use AmiBroker to create complex backtests. You will be able to take this course at the end.

• Determine when to use each of the three levels of the Custom Backtester. Within minutes customize any system to fit your personal trading style, psychological profile and risk preference. Get into the nitty-gritty details of system development to build your private trading system. You will learn how to customize your own position sizing, your own hedging strategy, your own trade timing, and your own scale-in strategy.
• Add custom metrics via the Custom Backtester. Flesh out more robust trade results so you can compare different trading systems using customer metrics like Trade Quality. Integrate annual breakdowns of trades or annual breakdown of returns into your results. Verify that your system will perform consistently month after month and year after year, and remain robust through both good years and difficult years.
• Develop your own trading model from scratch so that you can evaluate how your ideas would do under historical trading conditions.
• Use some of AB’s more powerful functions. Now you can refine and improve your existing trading system, lower your risk, and improve performance.
• Perform correct optimizations. Avoiding the pitfalls for “over-optimization” develop historically validated enhancements to your trading system.
• Utilize multiple time frames, such as using weekly bars in a daily bar test. Further improve your system’s accuracy by trading along with short and long-term time frames.
• Scale into positions. Build into your trading system, the same proprietary scaling-in methods of Connors Research’s best strategies.
• Take portfolio considerations into account in your coding. Find ways to lift the performance of multiple positions in your portfolio, taking into consideration the overall performance of your portfolio.

What is included?

• Over seven hours of online instruction with Matt Radtke.
• Several breakout sessions during which you will spend hands-on time with AmiBroker
• AFL and CBT code templates that you can easily modify for you own needs.

Prerequisites.

• AmiBroker version 5.5 or later installed.
• A data source configured to work with AmiBroker (we can help you with this before the class, if needed).
• Basic familiarity with AFL and the topics covered in the “ Introduction to AmiBroker ” course.

Topics

The introduction is about something.

AmiBroker is a powerful tool that requires training and practice to use effectively. We will dive into some of AmiBroker’s most powerful features in today’s course.

Functions that are advanced.

AmiBroker has a variety of variables, commands and functions that you can use to develop custom indicators, scans, explorations, backtests, and explorations. The help file contains over 350 functions. In this session, we will discuss a few functions that you will find most useful as you begin to develop more advanced AFL script.

• Status
• Lookup
• _TRACE()
• SetTradeDelays
• Foreign/SetForeign

It is possible to maximize the amount of Optimization.

Each test has a unique set of input parameters that can be used to execute a set of backtests. The combinations of parameters correspond to a specific strategy variation. We might want to test a strategy in which the threshold for trade entry varies from 10 to 25. In this session, we will discuss how to convert a back test into an optimization.

• How to set up
• The Optimize function
• Using the Switch function to handle odd increments

Time frame can be compressed/expand/set.

AmiBroker allows you to choose the base duration for each bar of the test. The timeframe is also known as this. It is possible to test 1-minute bars, daily bars, weekly bars, and so on. Some of our strategies use a market timing rule that compares the current weekly close of SPY to the weekly closes over the past year. We will show the use of the functions for manipulating timeframes in this section.

• Functions: TimeFrameCompress, TimeFrameExpand, TimeFrameSet, TimeFrameRestore
• How to use weekly bars during a daily bar test
• Easily setting end of week/month/quarter variables
• Review TimeFrame code examples

Scaling and the position size array.

Gains can be increased by scaling into trades. In this session, we will discuss how to implement a scaling strategy.

• The 2/3/5 scale in
• Review the Scale-In Code Template
• Average entry price
• Interpreting the trade list

Creating an all trades test with scaling is an exercise.

The scale-in code template will be executed and the strategy logic will be verified during the hands-on session.

There are considerations for the portfolio.

Simulating how a strategy would be traded as part of a portfolio is a big step up from simply generating trading signals or running an all trades test. Money management issues like position size and margin, as well as mechanics like prioritize your trade signals and limiting the number of open positions will be discussed in this session.

• Max Positions
• SetPositionSize
• Round Lot Size
• Position Score
• Margin

There is an introduction to the CBT.

One of the most powerful tools in AmiBroker is the Custom Backtester Interface. Writing your own backtesting code will give you a lot of control over how your trading signals are executed as well as opening up a lot of possibilities for reporting and metrics. The simplest possible implementation of a custom backtesting procedure will be discussed in this section.

• Why is it useful?
• Three levels: high/medium/low
• CBT-specific functions: SetBacktestMode and SetCustomBacktestProc
• Static Variables
• Review the High-Level CBT Code Template

There are high level CBT and custom metrics.

The high level CBT is a great way to implement custom metrics without having to handle all the trade signals. In this session, we will discuss both per-trade custom metrics and summary custom metrics, and show how they are implemented using a code template.

• Custom Trade Metrics
• Custom Portfolio/Summary Metrics
• Review the Trade Metrics Code Template
• Review the Portfolio Metrics Code Template

The code templates are being used to generate custom metrics.

This exercise will show you how to implement and execute metrics.

There is a low level of CBT.

The low level CBT is the go-to interface for implementing backtests. We will show the solutions with example code and discuss the types of problems that can be solved with this construct.

• Types of tasks that typically require the Low Level CBT

• Applying a custom interest rate such as T-Bill to available cash
• Portfolio test with limits and/or scale-ins
• Controlling order of entries and exits
• Rotational systems
• Hedging

• Review the Low-Level CBT Code Template

A portfolio test with limit entries is being implemented.

Students will use the code templates provided to implement their own portfolio test. Many of the skills used in the course will be combined in this mini-project.

There are common mistakes.

There are more opportunities for things to go wrong when a tool has more power and flexibility. Some common pitfalls that occur when doing portfolio tests with AmiBroker will be discussed in this session. If the results seem too good to be true, I probably made a mistake.

• Trade timing
• Looking into the future
• Implementing trading rules that are impossible to execute in real life

There are additional sources and questions.

7 hours is the total time estimate.

This course is for experienced AmiBroker programmers who want to learn advanced programming skills to improve their trading results.

You can sign up today.

The cost of something. AmiBroker programming is advanced. The price is $1500. You can take this course on-demand. Two days of instruction, advanced knowledge on how to backtest your strategies, and knowledge on how to best use the CBT will be given to you.

There is a beginning class in AmiBroker.

There is a special offer. The Beginning and Advanced AmiBroker Courses can be taken together for a special discounted price of $2,000.

AmiBroker coding is advanced.

The class dates are listed. On-demand.

The price is $1,500.

You can call us directly if you have any questions. It’s not like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it’s like it ext. 3. M-F, 9am-5pm. Outside the U.S., you can call 973-494-7311 ext 3.

About the Class Instructor

The man is Matt Radtke. Matt is a senior researcher. He graduated magna cum laude from Michigan State University with a degree in computer science. He has 25 years of experience in software development for companies large and small. Mr. Radtke has been trading since 2008. He has become more involved with the family of companies over the past several years, first as a student, then as a member of the Chairman’s Club, and finally as a consultant, researcher, and author.

About Connors Research

For over 12 years, Connors Research has provided the highest-quality, data-driven research on trading for individual investors, hedge funds, proprietary trading firms, and bank trading desks around the world.

The strategies have been published byConnors Research.

• Completely Original & Unique to Connors Research
  You will not find these strategies published anywhere else.
• Consistent with Strategies Used by Billion-Dollar Hedge Funds
  Institutional money managers make decisions based on sophisticated, computer-run analyses of massive amounts of trading data.
• Historically Validated Over Many Years and All Types of Markets
  We quantify precise patterns to improve your trading decisions. Our proprietary database spans over two decades, with more than 12 million quantified trades.
• Tens of Thousands of Traders Have Relied on Our Research Over The Years
  From best-selling books, like “How Markets Really Work”, to our PowerRatings subscription service, Connors Research continues to give active traders tools to achieve professional-level results.

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