The CBT Intensive course is designed for traders who want to use AmiBroker to create complex back tests and optimizations using the Custom Backtest (CBT) interface. At the completion of this 4+ hour course, you will be able to:

• Determine when to use each of the three levels of the Custom Back Tester
• Add custom trade metrics via the Custom Back Tester
• Add custom portfolio metrics via the Custom Back Tester
• Exercise complete control over the processing of entry and exit signals
• Enter, modify, and exit trades at will
• Perform auxiliary functions like hedging

Topic Summary

Session 1

1. AmiBroker Architecture
2. Data Constructs
3. User Functions
4. Object Model

Session 2

1. Introduction to the CBT
2. High-level CBT
3. Mid-Level CBT

Session 3

1. Low-level CBT
2. Common Mistakes

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

1. Defining Market Regimes
2. Market Regime Functions
3. Regime Assignment
4. Metrics

Session 2

1. Out-of-Sample Testing
2. In-Sample Optimization
3. Evaluation in Excel
4. AFL Updates

Session 3

1. Out-of-Sample (OOS) Optimization
2. Out-of-Sample (OOS) Adaptive Results
3. Compare OOS Adaptive to OOS Static
4. Compare OOS Adaptive to OOS Optimization
5. Adaptive Parameter Refresh

This FREE 50 minute (approx), high-level presentation serves as a good "10,000 foot overview" of what AmiBroker is and some of the functions and uses that can be accomplished using the AmiBroker software. The presentation was designed for new users just getting acquainted with the AmiBroker software and wondering what it can do. It also serves as a good re-fresher for those wanting to review the software's major capabilities.

This 1 hour (approx) presentation gives a good introductory overview into using Adaptive Strategies in AmiBroker that can adapt to different or changing market conditions.

A more in-depth course on this topic is also available for purchase at this link.

https://www.amibroker-courses.com/course/programming-adaptive-strategies-in-amibroker-by-matt-radtke/

This presentation is a high-level overview of creating Rotational Systems plus how to perform Scoring and Ranking using the AmiBroker technical platform.

A more in-depth course on the subject material is available (or will be available mid-June 2019) at www.amibroker-courses.com for those that want to dive deeper.

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

1. Office Hours Session (Course Attendee Q&A)

• View a Quick Presentation
• Download User Guide/Description

Equity Combo Utility for AmiBroker

Most quantitative traders use more than one trading or investing strategy. However, AmiBroker and many other back testing tools don't make it particularly easy to model the performance of trading multiple strategies simultaneously.

Combining two or more equity curves is a relatively simple way to model the performance of multiple systems. If you want to focus on your trading strategies rather than on the mechanics of manipulating equity data, then our new Equity Combo Utility might be just the tool you’re looking for. Package includes:

1.      AFL snippets that you can copy and paste into your existing strategy files to save equity data directly into your AmiBroker database.

2.      Equity Combo script that runs as an AmiBroker backtest or optimization. This utility provides multiple options for combining equity curves, changing capital allocations, charging fees, etc.

3.      Written instructions for using the utility and interpreting the results.

4.      Six months of free upgrades, bug fixes, etc.

NEW Mini Course!

To help you come up to speed as quickly as possible, we are offering a short training session to everyone who purchases the Equity Combo Utility described above. Those who commit by February 16, 2020 will be invited to a live training session the week of February 17^th, during which we will review the complete process for generating and combining equity curves and answer any questions from participants. Those who can't make it or who purchase after the training date will be able to view the course recording later. Of course, anyone attending the live training will also have lifetime access to the recording.