About the Mentor
Rajandran is a full time trader since 2014, he has a great passion to share his leanings and observation on technical analysis. His core focus is on trading index futures and options using trading systems, market profile and sentimental analytics.
He also writes in marketcalls since 2007 and love to talk about financial markets, trading analysis softwares, trading strategies , algo models, trading sentiments, market dynamics & much more.[one-third-first]
February 10th, 11th, 17th, 18th 2018
Amibroker AFL Programming
- Pricing : Rs20,000/-
- AFL Programming Basics
- Learn to Create Scanners/Exploration
- Learn to Create Custom Indicators
- Design, Create & Validate Trading System
- Backtesting, Optimization, System Validation
Day 1 Course Contents
Introduction to Trading System Design and Design Concepts
Will be discussing about the types of market, types of trading systems, trading system components. We will also be discussing what timeframe to use, datafeeds, data types, price series contracts. Things need to consider while designing a trading system
Basics of Amibroker AFL Programming and Advance Looping Concepts
Understanding how AFL Programming Works. How to create custom Indicators, Scanners, Exploration, Trading Systems
How to Build Market Breadth and Custom Composite Indicators.How to Build Multi Timeframe Indicators. How to Design Simple Trading Systems using AFL code Wizard
Practical things to consider while doing AFL Programming.
Backtesting, Optimization and Key Backtesting Metrics
Even after successfully designing and constructing a working trading system, a trader may find that his or her system is imperfect. There may be some problems, such as an event that keeps generating losses; or maybe the rules are too broad and need to be optimized. What’s the easiest way to fix the problem? How effective is optimization? This section will show you how to troubleshoot and optimize your trading system to maximize profits and minimize losses.
Learn how to include various position sizing techniques while doing backtesting/optimization. Why Position Sizing is more important when comes to testing a trading strategy? How to construct Portfolio Backtesting, Max Positions in Portfolio Trading
Custom Backtesting, Walk Forward Testing, Monte Carlo Simulation
Validation of the predictive logic of the system is essential before putting money at risk. It is easy to fall into the trap of over-optimization even if you are very aware of it. That’s why, before trading any system, no matter how good it looks, it must be validated first. There are several methods of doing it and we will be discussing how to perform Monte Carlo Simulations and Walk Forward testing in Amibroker.
What is Custom Backtesting Interface. How to create custom trade metrics using CBT, How to understand/create a CBT AFL Code
Day 2 Course Contents
Creating Intraday Trading Strategies and Dynamic Trading Strategies
Will be discussing how to design a Intraday Strategies. How to put a ban a intraday trading strategy during specific time. What are the things need to be considered while designing a intraday trading strategy
How to Design a dynamic trading strategy. Creating Dynamic Regime Switching Trading model. What is Trading the Equity Curve and how to code it
Designing Trading System Dashboard and Alerts
Focus on how to create trading system dashboard in Amibroker. How to Create Dashboard for Long and Short Strategies. How to Create Dashboard for Buy/Sell/Short/Cover rules
How to configure trading system alerts (Email/Push/Popup/Sound Notifications)
How to track realtime equity curve and building a dashboard to track last 5/10 trades results.
Position Sizing, Scale In and Scale Out
How to dynamically vary the position size of the trading system. How to reduce/add position to the trading system
How to perform positon sizing based on risk
How to perform limit order backtesting/optimization
Timing Models and Rotational Trading System
Introduction to simple timing models and how to create timing models in Amibroker.
How to Rank Stocks in a Portfolio.
Introduction to simple rotational trading/investing models and how to create rotational Models in Amibroker.