Things You Need to Know About VWAP

In finance terms, volume-weighted average price (VWAP) is defined as the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price at which a stock is traded over the trading horizon.

How to Take Advantage of Range Bar Charts

Range Bar Charts takes only price into consideration and removes time element from the candle which helps a trader to get a edge during the volatility season(sideways market). Typical Candlestick charts uses time as a factor (5min, 30min, hourly charts etc) where the sideways markets creates lots of noise in our trading systems and most of the time end up with too many whipsaws.

Rotation Factor – Amibroker AFL Code

Rotation Factor is a sentimental indicator used in Market Profile to Indicate who is control (Buyers/Sellers) in the market for the day. If the rotational factor prints positive values every day then it mean buyers are in control in the market. Negative Values indicates sellers are in control. Same principle can be applied to investing as well.

Simple Triple Moving Average Crossover – Amibroker AFL Code

Here is the very simple and classical example to build a triple EMA (Exponential Moving Average Crossover system). System is quite popular if anyone (trader/investor) is a newbie to classical technical analysis. In this AFL the triple moving average buy, sell signals are coded and comes with Scanning and Exploration functionality.

How to Compute Cointegration using Amibroker and Python

Cointegration is used in Statistical Arbitrage to find best Pair of Stocks (Pair Trading) to go long in one stock and short(Competitive peers) another to generate returns. Statistical Arbitrage(StatArb) is all about mean reversion, looking for deviation in the spreads and expecting mean reversion from the spread.

Amibroker AFL Programming 2015 – Bangalore Workshop

You know that Amibroker is one of the best tool to create custom trading strategies, Signal Generation , Performing Technical analysis and even test/validate your trading models. At Marketcalls we use AFL Programming extensively to create Complex Custom Indicators, Trading Strategies, Trading Dashboard, Buy & Sell Signal Models. If you want to learn Amibroker and AFL Programming Language one step better then this course is for you.

Code Snippet : Time Left Info Near to the Candle/Bars

Here is a small code snippet which displays the seconds left for the bar to close near to the current running candle. If you are more focused on trading at lower timeframe then this feature make more sense as a lower timeframe trader. And the code is compatible above Amibroker 5.71 onwards. It may not work with lower Amibroker versions.

Monte Carlo Analysis using Amibroker

Monte Carlo Analysis is a process of validating the robustness of the Trading Strategy. With Monte Carlo Analysis we can simulate set of Equity curves using random numbers from the backtest data. These large sets of simulations are then used to find the likely probability distribution of an unseen risk in trading the strategy.

Supertrend V4.0 – Amibroker AFL Code

Compared to Supertrend 3.0 with the new version two interesting features has been added. One is a simple EMA filter rule is added to Buy and Short Conditions and changes in the dashboard (included target levels in Supertrend Dashboard for discrete traders). And performance of Trading system is really interesting when comes to backtesting with Nifty and Bank Nifty Futures. Recorded Webinar of Supertrend and Filters posted down below.

Webinar on Supertrend and Filters

In this Webinar you will be learning basics of Supertrend, studying the performance of Supertrend, And how adding filters affects the supertrend performance. Session focuses more on system trading concepts, Performance Metrics with respect to Supertrend and the role of 200 day Moving Average as a filter in Supertrend Trading System.