Matt Radtke – Programming Adaptive Strategies in AmiBroker

8,466.00

This course will focus on developing adaptive trading strategies using AmiBroker, leveraging the Custom Backtest (CBT) interface which was introduced in the CBT Intensive.Purchase Matt Radtke – Programming Adaptive Strategies in AmiBroker courses at here with PRICE $249 $51Matt Radtke – Programming Adaptive Strategies in AmiBrokerThis 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 RegimesConsider how trade setup, entry, and exit are assigned to a regimeSummarize metrics by regimeModify your AFL to use adaptive (regime-specific) parametersCompare the adaptive strategy performance to a baselinePrerequisites: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 metricsTopic SummarySession 1Defining Market RegimesMarket Regime FunctionsRegime AssignmentMetricsSession 2Get Matt Radtke – Programming Adaptive Strategies in AmiBroker downloadOut-of-Sample TestingIn-Sample OptimizationEvaluation in ExcelAFL UpdatesSession 3Out-of-Sample (OOS) OptimizationOut-of-Sample (OOS) Adaptive ResultsCompare OOS Adaptive to OOS StaticCompare OOS Adaptive to OOS OptimizationAdaptive Parameter RefreshReadmore: http://archive.li/tPrplPurchase Matt Radtke – Programming Adaptive Strategies in AmiBroker courses at here with PRICE $249 $51