Amibroker – Programming Adaptive Strategies in AmiBroker by Matt Radtke

Matt Radtke – Programming Adaptive Strategies in AmiBroker
Sale Page : amibroker-courses
This product is available now
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

This course will focus on developing adaptive trading strategies using AmiBroker, leveraging the Custom Backtest (CBT) interface which was introduced in the CBT Intensive.
Prerequisites:

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