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.
Its time to learn something new. Yes we are launching our first webinar on 7th March 2015 (IST). In this session you will be learning how to create custom indicators and scans using Amibroker. If you are a Amibroker user and want to learn one step further then this session is for you.
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.
Rollover Statistics is a sentimental indicator in Futures and Option Market. Generally rollover figure shows how much of open positions are carry forward from current month to next month. And reading nifty rollover figures are meaningful only when the contract nears expiry season.
Supertrend V3.0 is the upgraded version of Supertrend Indicator. The trading logic remains the same however lot of bugs got removed and few features added in the current version. Multiple Consecutive Sound and Popup alert issue got resolved. Now you will be getting only one sound and popup alert whenever there is a buy or sell signal occurrence.
Here is a simple strategy that alerts by plotting dots over the candle whenever a new N bar high-low is made. The below chart shows Nifty future EOD charts and the Yellow dots in this example represents new 20 day high’s are made and the orange dots represents new 20 day lows are made. It provides a better visualization in your charts to identify the new high-low and the ongoing sentiment in the market.
We know that VIX most of the time reflects the investor/traders sentiment. When VIX is higher it means lot of fear in the market and lower VIX indicates lack of fear in the market. The problem is the sentiment can be measured only Indices like Nifty as the Volatility Index VIX is derived from implied volatility of Options. In such a case VIX FIX comes handy to replicate the VIX behaviour in other instruments like Commodities, Forex, Stocks.
This is the updation of Manual Trade Control for NEST/NOW. This afl have new features like it will have all the trades in its memory. This AFL is not a strategy for trading. It can be used only for integrating the Amibroker to pass orders to NEST/NOW Trading Terminal through NEST PLUS API.