we thought of proving cloud based access to the needy people who want to access trading analysis softwares like Amibroker, Metatrader, Ninjatrader, Metastock on the go. It is also possible to access any windows based trading analysis software which is not compatible with Android or IOS based mobile/tablets.
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.
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.
Studying the Volume behaviour in a stock and index futures plays a critical role in studying the supply and demand behavior. What if we want to rate the volume with relative to last 50-bars. In such a scenario Normalized Volume Comes into picture. Normalized volume is a volume divided by its average.
Was just going thro QUSMA blog on Equity Returns Following Extreme VIX and William VIX FIX Movements. And couple of peoples are throwing ideas on implementing the strategy with percentile rank function. The same discussion also happening in Quantopian Community which inspired me to code the strategy for Nifty Futures
Here are the bunch of video tutorials which helps you understand the basics of Amibroker Software. These video tutorials focus on Installation, Charting Features, Drawing Tools of Amibroker. Learn more about datafeed vendors, how to create watchlist, and how to install custom indicator which fasten your learning skills if you are very new to amibroker.
Beta is a volatility measurement compared to the market (benchmark) returns. It is calculated using regression analysis. If the Beta is greater than 1. Let say 1.5 it means the stock has the tendency to move 50% more than the benchmark index i.e if the index moved 1% then the stock would have moved 2% in terms of returns(either positive or negative).
Here is a simple mean reversion trading strategy using Autocorrelation and Stochastic osciallator crossover. In the last article we seen about autocorrelation that negative correlation attracts mean reversion trading and positive correlation attracts trend trading. so the whole idea of the trading system is not to take all the stochastic crossover signals. But only the long only positive crossover signals when the autocorrelation is negative.
“Autocorrelation, also known as serial correlation, is the cross-correlation of a signal with itself. Informally, it is the similarity between observations as a function of the time lag between them” – Wikipedia. Autocorrelation value ranges between +1 to -1. Where autocorrelation above zero indicates positive correlation and negative value indicates negative correlation.
Portfolio Trading (Trading with Multiple Stocks/Instruments) is the next big step in a traders life once he understand that he want to reduce the volatility in his trading strategy. And Amibroker comes handly when comes to portfolio back-testing. And this tutorial explains how to do portfolio back-testing step by step.