Bring your Systematic Trading to the NEXT LEVEL!

From "Zero Idea"... to Implementing Professional Strategies.

 

Introduction Video : Why AmiBroker and Why this Video Course (Click Here For Video)?

 

Summary

Backtesting your trading ideas is not rocket science.

Learn from the author and trader Urban Jaekle step by step- from absolute basics until the application of trading systems which work on a portfolio of hundreds of stocks.

Every example is explained with detailed learning videos- altogether video material of more than 6 hours.

(See the content list below.)

To make orientation easy and learning efficient, all topics are shown below the video with time stamp. In the end also the advanced trader and AmiBroker user will get something which he can use to improve his trading results.

 

Detailed

AmiBroker is essential for anyone who is serious about testing and developing trading systems. It convinces with its ultra high speed and low price. There is no more professional tool on the market for portfolio testing.  

This AmiBroker video course picks you up at the very beginning. You do not need any previous knowledge, but you are willing to learn something new.  

After you know how to import data from various sources like Interactive Brokers, AmiQuote or Norgate Data, you will be shown a way to get useful results in just 40 minutes- using AmiBroker charts, trend lines, indicators, codes and backtests as well as simple optimisations.

After passing these basics, you will gradually be shown increasingly powerful instruments like scans and explorations to find promising stocks out of huge stock universes like the S&P500 or the Nasdaq markets.

Each individual example is chosen so that you can and should try it out yourself.

In the end, you can implement strategies with AmiBroker not only on individual markets, but on entire portfolios with hundreds and thousands of stocks.

You learn from the systematic trader and author of the book "trading systems" – explained in simple words and step by step.

With this course you can not only better understand the strategies of the book and implement them yourself. You can also find out how the strategies presented "Out of Sample" have worked in recent years.

Like this you can adapt and further optimize them for your own needs, because the used codes from the book you get for free. This course takes you an important step further on your way to becoming a professional, systematic trader.    

Contents:  

 

Chapter 1) Get market data (Users who already have data can skip this chapter)

Module 1 - 1 Getting started and how to import free market data

Overview of this video and the next (0:35)

AmiBroker products and prices, AmiQuote (2:22)

AmiBroker software requirements and get help (4:42)

Overview: Get data completely for free (8:40)

Overview: Get free data with AmiQuote (10:37)

Change backgound of AmiBroker, predefined Chart theme, delete old symbols (12:35)

How to setup a database in AmiBroker (14:41)

Import ASCII data with the import wizzard, take care of data format (16:09)

Help to set up your own ASCII import (25:02)

AmiQuote automatic data importer (26:30)

How to setup your stock lists from the internet with Excel and Word (28:03)

How to setup a stock catalogue, e.g. for the Nasdaq100 stocks (34:57)

Quick repetition with the S&P500 stocks (37:28)

How to backfill your symbols with AmiQuote (38:04)

How to get fundamental data with AmiQuote (42:57)

 

Module 1 - 2  Get data from Interactive brokers (IB) and from professional data providers

Get realtime data from Interactive Brokers (IB)- overview (0:01)

Two professional data providers- Norgate and TAI-PAN Realtime- overwiew (7:13)

How to setup AmiBroker with IB- step by step (11:22)

Create new symbols from IB- example of FOREX markets EUR/USD, GBP/USD etc. (17:43)

Organize symbols and assignments (22:02)

How to use Norgate Data (25:08)

How to use TAI-PAN Realtime (32:58)

TAI-PAN to check for Bollinger Band breakout signals (37:58)

Repetition: 4 ways to get data into AmiBroker (38:58)

Special offer, 15 Min. delayed realtime data: https://urban-stocks.com/en/software (41:35)

 

Module 2    Start with AmiBroker: In 40 Minutes to useful results

Choose colour of AmiBroker- setup in the preferences window (0:22)

Insert a symbol (1:14)

Chart setup- zoom in/ zoom out (3:08)

Apply a trendline (4:36)

Insert a moving average (5:55)

Insert an indicator (8:25)

Add further charts (10:22)

Working with symbols: how to create watchlists (11:31)

The formula editor (16:20)

Analysis window- setup a single market backtest (19:10)

Run a backtest (24:30)

Check your trades in the chart (25:55)

The strategy performance report explained (29:12)

Find all your older reports- report explorer (31:50)

Always save your good work- APX vs. AFL files (33:14)

Where to find help (36:42)

 

Chapter 3) Scan and explore your data

Module 3 - 1 SCAN which stocks have new highs and new lows, end of day and real-time

Introduction (0:01)

AmiBroker formula for highest high and lowest low (0:25)

Settings for scan (3:24)

Perform a scan (4:33)

Check the found stocks (4:49)

Look for highs and lows of the last year in the S&P500 universe (6:24)

Find help on the AmiBroker online manual (7:27)

Automated scans for realtime signals (7:43)

Example of a realtime data supplier: TAI-PAN realtime delayed (8:10)

Settings for intraday data scan (9:43)

Scan the Nasdaq100 universe every minute (11:02)

  

Module 3 - 2    SCAN which stocks produce MACD buy or sell signals, real-time

Code MACD scan in formular editor (0:12)

Check settings for realtime scan, auto-repeat every 3 minutes (1:14)

Start scan (2:16)

Check the signals in the chart with MACD indicator (2:34)

  

Module 3 - 3    EXPLORE = ADVANCED SCAN- three small examples

1) New Highs and Lows- Exploration - short introduction (0:02)

Exploration: code explained it in the formula editor (0:36)

Check settings in analysis window (2:55)

Explore Nasdaq100 stocks for new highs and lows (3:31)

 

2) How to get data out of AmiBroker (5:45)

Exploration: code explained it in the formula editor (6:20)

Settings in analysis window (7:05)

Copy/Paste to Excel (8:45)

 

3) Percentage Change of Today: Biggest winners and losers (9:53)

Exploration: code explained it in the formula editor (10:08)

Settings in analysis window (10:58)

Check in the chart (13:30)

 

Module 3 - 4    Create a Correlation Table with an exploration

Get the right Number of Watchlist (1:15)

Code explained in the formula editor (2:33)

Settings in the analysis window (3:40)

Repetition on another market (4:50)

Correlation matrix of Dow Jones stocks explained (5:45)

  

Chapter 4) Trading systems for single markets

Module 4 - 1    Two simple examples of Trading Systems to start with: Buy And Hold and Moving average Crossover with Optimization

1) Buy and Hold System, code in formula editor (0:24)

Analysis window- backtester settings (1:10)

Backtest (4:33) Discuss backtest report (4:46)

 

2) Moving Average System, code in formula editor (6:58)

Send to analysis window (7:45)

Analysis window- backtester settings (7:58)

Discuss backtest report (8:46)

Optimization (9:40)

3D optimization chart (14:16)

Optimize two parameters at the same time (14:50)

 

Module 4 - 2    Beginning of Month System: Idea, Code, Settings, Backtest, Exploration

From my book "Trading Systems" (https://www.amazon.com/Trading-Systems-2nd-development-optimisation-ebook/dp/B081Z8YLKT#customerReviews)

Idea, entry and exit (0:01)

Code explained (1:53)

Get help in AmiBroker online manual and forum (3:43)

Visualization in chart with plot (8:48)

Settings in analysis window (10:50)

Show trading arrows in backtest (12:35)

Explore the entry date (14:20)

Optimize (17:05)

Reproduce results, check with report explorer (18:02)

 

Module 4 – 3  Beginning of Month System: Reproduce Results from my book "Trading Systems"

Beginning of Month System: Idea, entry and exit (0:01)

Result from the Book "Trading Systems" (1:19)

Get the code for free on urban-stocks.com (3:02)

Discussion of the code in the formula editor (3:10)

AmiBroker settings to reproduce results from the book (4:50)

Out of Sample test single index 2019 and 2020 (8:45)

Add momentum! Always choose the strongest market of last 252 trading days (1 year) (9:25)

Out of sample test of strongest 2019 and 2020 (12:20)

Look at the trades on the chart (13:05)

 

Module 4 - 4  Walk Forward Analysis (vs normal optimization)

 

Short Repetition: Beginning of Month System, logic and code (0:01)

Overwiew: Normal optimization vs. Walk Forward Optimization (2:40)

Formula editor: explanation of the two exits two optimize (4:04)

Analysis window: settings and backtest (6:41)

Normal optimization of Exit Days with optimization chart (8:40)

Walk Forward Optimization (WFA): Backtester Settings (9:13)

WFA of one parameter (exit days) in action (11:06)

Watch WFA out of sample result incl. equity curve (12:35)

Visualize number of exit bars in Excel (13:17)

Repetition: normal optimization and WFA with the second parameter (moving average exit) (15:27)

Two parameters at the same time: Normal optimization and 3D optimization chart (19:45) Two parameters at the same time in WFA (21:49)

Check how the optimized parameters change over time (23:15)

Discussion of the complete out of sample backtest result 1931 - 2019 on the S&P500 index (26:50)

 

Module 4 - 5   Monte Carlo Analysis on Beginning of Month system- easy to use!

 

Monte Carlo Analysis (MCA)- is easy! (0:03)

Beginning of month system- each trade a number (1:45)

Straw Boom Plot (3:50)

MCA using equity changes vs. simulate using trade list (4:35)

Detailed info on MCA, Interpretation of results in AmiBroker help (8:00)

MCA - limitations, e.g. volatility changes (9:26)

AmiBroker - setup MCA (12:23)

Find MCA in backtest report (16:50)

Discussion of MCA results and charts (17:00)

Understand MCA better with just two trades (20:33)

 

Chapter 5: Trading a portfolio of stocks

Module 5 - 1 Portfolio tests with the Bollinger system- Introduction

From my book "Trading Systems" (https://www.amazon.com/Trading-Systems-2nd-development-optimisation-ebook/dp/B081Z8YLKT#customerReviews)

Overview: Trade a Portfolio of Stocks, Bollinger-System: Idea explained (0:01)

Example of position management of 5 stocks(6:41)

AmiBroker backtests, fast (10:35)

How the stocks Workday and Starbucks performed ot of sample (12:50)

A look at current positions 2020 (16:45)

Get the free code and start by yourself (21:57)

Bollinger code explained (22:50)

Backtest settings for Nasdaq-Portfolio (36:30)

Backtest on Nasdaq and verification of signals (42:19)

Visualization of signals (43:10)

Test single stocks, e.g. Tesla, Twilio, Apple etc. (45:59)

 

Module 5 - 2  Survivorship bias in portfolio tests

What is survivorship bias? (0:01)

Symbols in the index and delisted (6:06)

Bollinger backtest on point in time index constituents (7:11)

Bollinger backtes of today's constituents only: FALSE backtest (10:55)

How to compare two different equity curves in one graph (13:40)

Check the most recent three years- the survivor ship bias becomes smaller (21:02)

 

Module 5 - 3 Bollinger System: Reproduce Results from my book "Trading Systems"

Check the database settings (0:40)

Remove double stock symbols in your watchlist (3:50)

Setup Code and settings, save in apx file (7:45)

Compare results of various markets with tests from the book (9:32)

Optimisation of position size within Russell 1000 stock universe (21:28)

Repetition: which settings are important (30:58)

 

Module 5 – 4 Monte Carlo Analysis on a portfolio of S&P500 and Nasdaq100 stocks  

Overview and repetition: what is Monte Carlo Analysis (MCA)? (0:01)

MCA with AmiBroker on Bollinger Band System, S&P500 stocks (3:03)

MCA on Nadaq100, only 5 stocks, more aggressive (7:46)

 

AmiBroker Formula Language (AFL) Formulae / Code Included with this Course! :

 2_ System_MA_Crossover.afl 

3_1_Scan HHV LLV.afl

3_2_Scan MACD Signal.afl 

3_3_Explore New High or Low.afl 

3_3_Explore Get data out.afl 

3_3_Explore Percentage change one bar.afl 

3_4_Explore Correlation Matrix.afl 

4_1_ System_BuyAndHold.afl 

4_1_ System_MA_Crossover.afl 

4_2_ System_BeginningOfMonth.afl 

5_1_System_Bollinger Band.afl