Rajandran R Founder of Marketcalls and Co-Founder Algomojo. Full-Time Derivative Trader. Expert in Designing Trading Systems (Amibroker, Ninjatrader, Metatrader, Python, Pinescript). Trading the markets since 2006. Mentoring Traders on Trading System Designing, Market Profile, Orderflow and Trade Automation.

Introduction to QuantZilla 2.0

4 min read

QuantZilla is a 75+ hours of immersive coding mentor-ship program on designing trading systems, converting trading ideas into indicators and trading strategies, and automating the trading systems.

Starts on June 06, 20212| 06.00 – 09.00 p.m IST

What you will be learning in QuantZilla 2.0?

QuantZilla is classified into two categories

1)QuantZilla Basics: It is designed for traders who are noncoders and want to design their own trading systems or indicators, alerts, Trading Dashboard etc with zero coding experience.

2)QuantZilla Advanced: QuantZilla Advanced is designed for Automated Traders or Coders who want to learn various execution techniques, multi-legged options execution, hedging techniques etc. Prior Programming experience is a must or they should have already attended Quantzilla Basics.

QuantZilla 2.0 Basics Course Contents

Quantzilla – Module 1 – Introduction to Quantitative Trading Development Platforms

  • Introduction to Quantitative Trading Development & Analysis
  • Initial Preparatory Setups/Installation Guidelines
  • Tools & Software Required
  • Coding Design & Prototype Building Instructions
  • Good Coding Practices & Managing Coding Versions

Quantzilla – Module 2 – Introduction to Amibroker AFL Coding Development and Basic Amibroker Functions

  • Basics of Amibroker AFL Programming.
  • Understanding AFL Editor & Code Snippets
  • Amibroker identifiers, constants, operators
  • Amibroker Built-in Functions (Plot, PlotShape, LastValue, Cross, EMA)
  • How to Plot Trading Signals

Quantzilla – Module 3 – Building Scanners and Exploration for Trading & Investing Opportunities

  • Building Simple Scanners (Exploration)
  • Understanding Filter Variable, Addcolumn function, Addtextcolumn function
  • Customizing Scanners & Formatting Scanner output
  • Real-time Scanners
  • Difference between IIF, WriteIF, IF functions
  • How to Write Nested IIF Functions
  • Live Examples on Exploration (Live Coding)
  • How to compare Current data with past datasets

Quantzilla – Module 4 – Understanding Trading System Development Functions

  • Where to Get the Complete list of Amibroker Built-in Functions Understanding Valuewhen Function
  • Understanding Barssince Function
  • Understanding HHV, LLV, Highest, Lowest, Highestsince, LowestSince Understanding Param Functions & Controls
  • Understanding Classical Indicators Built-in Functions (MACD, Bollinger, ATR, CCI..etc)
  • Understanding Exrem Function

Quantzilla – Module 5 – Strategy Creation and Portfolio Backtesting

  • Building Your First Trading Strategy
  • Understanding Basic Building blocks in a trading strategy
  • Backtesting your trading strategy
  • Portfolio level backtesting
  • Backtesting Ema Crossover, Supertrend Trading System
  • Backtesting Vlintra V5 – Nifty & Bank Nifty 5min trend following system
  • Building Simple Donchian Channel Breakout Strategy

Quantzilla – Module 6 – Measuring Key Performance Indicators (KPI) Metrics

  • CAGR Overview
  • Equity Curve and Drawdown
  • Maximum Drawdown and CAR/MDD
  • Risk-Adjusted Return
  • Sharp Ratio and Sortino Ratio
  • Payoff and Profit Factor
  • Recovery Factor
  • K-Ratio

Quantzilla – Module 7 – Creating Intraday Trading Strategies and End of Candle Execution Trading Strategies

  • Different Backtesting modes available in Amibroker
  • Creating your Backtesting Template
  • Applying Stops and Targets to your Trading Strategy
  • Building First Intraday Trading Strategy
  • Building End of the Candle Execution Strategies
  • Basic optimization techniques

Quantzilla – Module 8 – Creating Intra-Bar Execution Strategies and Multi Timeframe Functions

  • Building Non-Repainting Strategies
  • Building Intra-Bar Execution Strategies (Limit Order)
  • Understanding Multi timeframe Functions

Quantzilla – Module 9 – How to Send Trade Alerts in Amibroker

  • How to Send Alerts to Output Window
  • How to Send Voice Alert
  • How to Send Sound Alert
  • How to Send Popup Alert
  • How to Send Alerts to Smartphones using Push Bullet
  • How to use AlertIF, Say, PopupWindow, SendEmail, Play sound function
  • How to Configure Gmail SMTP and How to Install SSL Addon tool for sending Email Alerts using Amibroker
  • How to use ParamTrigger & Param Toggle Function and what are the core differences between the two.
  • How to use Javascript, VB Script inside Amibroker AFL

Quantzilla – Module 10 – Introduction to Optimization, Smart Optimization, Walk Forward Testing & Monte Carlo

  • What is Optimization? and How to Perform Optimization?
  • Exhaustive Optimization Vs Smart Optimization
  • Smart Optimizers SPSO, TRIBES, CMA-ES
  • What is Curve Fitting and How to Avoid Curve Fitting
  • What is Walk Forward Testing? and the Importance of Walk Forward Testing
  • Monte-Carlo simulation for Strategy Validation
  • Importance of Slippage Handling and other Transaction Cost Analysis

Quantzilla – Module 11 – Introduction to API, Automated Trading & How to Send Automated Orders

  • What is API?
  • How to Create API from Algomojo
  • What is Algomojo (Web Based Algo Trading Platform)
  • How to Send Automated Orders using Broker API
  • How the Orders from Amibroker is sent via Broker API to Exchange
  • Amibroker Configuration Settings for Automated Trading
  • Video Links to Learn more about Algomojo Free API

Quantzilla – Module 12 – Introduction to GFX Functions and Designing Trading Dashboards Amibroker Low-Level GFX Functions 

  • Amibroker Low-Level GFX Functions
  • How to use the Set the font, Set the GFX background mode
  • How to use GFX Pen, Brush
  • How to understand co-ordinates
  • How to draw a Dashboard with Profit and Loss
  • Difference between Last value and Selected Value Function
  • Using the Status function to retrieve the pixel width and height
  • Difference between Barcount and Barindex
  • What is Quick AFL? How to turn off Quick AFL
  • How to use advance looping
  • How to plot trailing stop using the Advance loop method

Quantzilla – Module 13 – Introduction to Advancelooping

  • Introduction to Advanced Looping
  • How to use Advance looping to plot Supertrend
  • Different Phases & Flags used in Advance looping to plot the Supertrend trailing stoploss

Quantzilla – Module 14 – Stoploss and Target Handling

  • How to apply stop loss, profit target, N-Bar stop, Trailing Stop in Amibroker using Backtester Settings
  • How to use Applystop Function in Amibroker (Types, Modes of Stoploss)
  • How to plot initial stoploss

Quantzilla – Module 15 – How to Debug in Amibroker and File Operations?

  • How to apply trace & tracef functions
  • How to use Amibroker AFL Debugger
  • Debugging Settings, Settings Breakpoints & Watching Variables
  • File Operations in Amibroker
  • Reading CSV,TXT files data using Amibroker
  • Exporting CSV,TXT files data from Amibroker Database

Quantzilla – Module 16 – File Operations and How to Backtest Pair Trading Strategies

  • How to Backtest Pair Trading Strategies in Amibroker
  • Introduction to Correlation & Co-Integration Functions
  • Unit Root Testing
  • Augmented Dickey-Fuller (ADF) Test

Quantzilla – Module 17 – How to backtest multi legged option strategies

  • What are the challenges faced while coding multi-strike options backtesting
  • What are the solutions to fix multi-strike options backtesting
  • Sample code walkthrough and how to create a template for Multi-Strike Options Backtesting
  • How to Create a Portfolio of Symbols for Options Backtesting
  • Ideas to implement the backtesting for multiple years of Options data

QuantZilla 2.0 Advanced Course Contents

Quantzilla Execution Strategies – Module 1

  • What is Quant Trading?
  • How Amibroker can be used for Automated Trading
  • Trading Logic Vs Execution Logic
  • Understanding the API Functions & API Documentation
  • Testing the API using Postman
  • Building your First Execution Module

Quantzilla Execution Strategies – Module 2

  • Creating a Positional Trading System + Execution Module using Amibroker
  • How to Read the Position Book and Bring Intelligence in Execution Modules
  • How to handle stoploss based trading in Execution Modules
  • How to Squareoff the Positions automatically by reading the position book

Quantzilla Execution Strategies – Module 3

  • Creating a Bracket Order & Cover Order Execution Modules
  • Creating a Intraday Trading System with BO/CO Orders
  • How to Create Bracket Order & Cover Order Trading Strategies.
  • Implementing ExitAllOrders, ExitALLBoOrders, ExitAllCoOrders

Quantzilla Execution Strategies – Module 4

  • Implementing Slicing of Orders in Amibroker for Large Orders
  • Time-Based Execution
  • Creating Execution Modules for Pair Trading Strategies
  • Introduction to Slippages and Slippage Handling with Algos
  • Strategy Optimization, Walk forward and Monte Carlo

Quantzilla Execution Strategies – Module 5

  • Option Basic Terminologies
  • Option Payoff Graph
  • Options Pricing
  • How to Send Option Orders using Futures/Spot Charts

Quantzilla Execution Strategies – Module 6

  • Understanding Options Greek and Creating Live Option Greek Charts using Amibroker
  • Designing a Hedge Futures using Amibroker and the importance of Hedged Futures
  • Designing a Trading System that fires orders in options based on Futures charts

Quantzilla Execution Strategies – Module 7

  • Understanding Vertical Spreads, Calendar & Diagonal Spreads
  • Scalping the Spreads using Amibroker
  • How to Create an Expiry Day Automated Scalping System using Amibroker.
  • Designing Multi Legged Option Trading Strategies with Risk Management

Quantzilla Execution Strategies – Module 8

  • Portfolio Trading Strategies and Implementing with Execution Modules
  • How to select a Portfolio of stocks
  • Evaluating portfolio & strategy performance
  • Risk Management: Risk evaluation & mitigation, risk control systems
  • Position Sizing & Kelly Criterion

Quantzilla Execution Strategies – Module 9

  • How to Implement Straddle & Strangle using Amibroker
  • How to Implement Gamma Scalping using Amibroker

Quantzilla Execution Strategies – Module 10

  • What is an Options Trading Adjustment
  • How to Implement Option Trading Adjustments
  • Best Trading & Coding Practices

Rajandran R Founder of Marketcalls and Co-Founder Algomojo. Full-Time Derivative Trader. Expert in Designing Trading Systems (Amibroker, Ninjatrader, Metatrader, Python, Pinescript). Trading the markets since 2006. Mentoring Traders on Trading System Designing, Market Profile, Orderflow and Trade Automation.

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