Marketcalls – Coimbatore Amibroker Workshop – Gallery
Place : Residency, Avinashi Road, Coimbatore
Date : 10th & 11th May 2014
First of all I personally thank Mr Ravi Shengodan(Brokerage Free) AP of Zerodha for organising this workshop neatly and done lots of efforts in the backend to make this event successful one and we thank MR Praveen Gupta,CEO Symphony Fintech for come down from Mumbai for providing lots of insights on Execution Algorithms.
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A lot of Interactiveness and lot of complex Strategies and Concepts discussed in the workshop and 30+ participants attended the workshop and able to 50% of the crowd from Kerala and Rest of the People from Coimbatore, Chennai, Erode, Salem and Mr Piyush from Singapore.
What We Discussed in the workshop?
It is more of a practical workshop style rather than a typical seminar speech where people come and get comfortable not only in learning with Amibroker but also with System Trading Concepts , Evaluation, Validation of a Trading System, Risk Management and Scaling your Trading Ideas and Discussion on Execution Algorithms.
1)The Course is completely focused on Risk Management rather than sticking to profit making ideas!
2)And More Focused on non predictive methodologies using mathematical models rather than predictive methodologies which is the key for understanding algo trading concept.
3)Making People Independent in Amibroker Concepts like Backtesting , Optimization, Walk Forward Testing
4)Discussed Advance Risk Control Methodologies like Trading the Equity Curve, Drawdown Control Measures.
5)Pair Trading Concepts and how to test the same using Amibroker.
6)How to Scale your trading ideas.
7)Viewing Trading as a business using Strategic Models rather than view trading system as a gambling machine.
8)Practical Trading Scenarios and Risk involved in following Trading system. How to understand the risk and how to control the same.
9)Who Should do automated trading? Types of Vendors, Softwares, Risk involved in Such Practices.
10)How to choose the timeframe for the trading system.
11)Apart from discussing lots of system trading concepts we are able to understand how Execution algorithms plays a major role in Autotrading and lots of insights from Symphony Fintech on Autotrading
If you missed the workshop here is the PPT which gives an idea what we discussed in the workshop.
PS : PPT talks only 20% of the content
Hope in the Next Year workshop will meet you with more set of concepts and Trading System. Stay Tuned!
do inform me abt next workshop i work in fo market Vadodara
Sure will pre inform you. Stay tuned!
sir just let me know is there any workshop in bangalore going to conduct.
Sure will let you know here in the blog. Stay tuned!
Hi Rajandran
suggest me the back-test result for last 5 years for your modified pair trading code
_SECTION_BEGIN(“Pair Trading”);
SetChartOptions(0,0,chartGrid30|chartGrid70);
_N( Symbol1= ParamStr(“Symbol1”, “^NSEI”) );
SetForeign( Symbol1 );
C1 = C;
H1 = H;
L1 = L;
O1 = O;
V1 = V;
RestorePriceArrays();
_N( Symbol2= ParamStr(“Symbol2”, “^NSEBANK”) );
SetForeign( Symbol2 );
C2 = C;
H2 = H;
L2 = L;
O2 = O;
V2 = V;
RestorePriceArrays();
Color = ParamColor( “Color”, colorDefault );
Style = ParamStyle( “Style”, styleLine, maskPrice );
PlotOHLC( O2/O1, H2/H1, L2/L1, C2/C1, “(” + Symbol2+” / “+Symbol1 + “) spread”, Color, style );
AddToComposite(C2/C1, “~Pair”, “X” );
SetForeign( “~Pair” );
C3 = C;
H3 = H;
L3 = L;
O3 = O;
V3 = V;
RestorePriceArrays();
EntrySignal = Cross(EMA(C3,2),C3);
ExitSignal = Cross(C3,EMA(C3,2));
if( Name() == “^NSE” )
{
Buy = EntrySignal;
Sell = ExitSignal;
Short= Sell;
Cover = Buy;
SetPositionSize( 100, spsShares );
}
if( Name() == “^NSEBANK” )
{
Short = EntrySignal;
Cover = ExitSignal;
Buy = Cover;
Sell = Short;
SetPositionSize( 50, spsShares );
}
_SECTION_END();
sir i am interested in your product ..pl give me details so i can contact u ..i will talk with u on mobile so my querry will solve
Dear Rajandran,
Hello my name is Sonjoe and I am a full time trader. Just would like to be a part of your Coimbatore workshop team so that i can learn more about Amibroker AFL coding. Do let me know the details and all events what are coming up so that i can attend.
Hi,
Coimbatore workshop is over now. We use to conduct two workshop in two major cities in India. Will inform next year three months before once the event dates got finalized. Stay tuned.
Thank You for the reply in advance. Also one thing, i have created a code using the Amibroker AFL coding wizard. I would just like to know whether its correct. In case any errors do rectify it. Even when i did a scan on the particular CNX Nifty some of the buy and sell signals its showing correctly while its missing some of the signals.. The idea of the code is given below:-
On a daily chart
—————-
Buy = When MA(close,15) crosses above the last candle ie the live price AND MACD crosses abpve the signal line
Sell = When MA(close,15) crosses below the last candle ie the live price AND MACD crosses below the signal line
Here is the code i just worked on :
mvg = MA(Close,15);
m = MACD(12,26);
ms = Signal(12,26,9);
Buy = Cross(Close,mvg) AND Cross( m,ms);
Sell = Cross(mvg,Close) AND Cross(ms,m);
Short = 0;
Cover = 0;
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Filter = Buy OR Sell;
AddColumn(Buy,”Buy”,1);
AddColumn(Sell,”Sell”,1);
AddColumn(O,”Open”,1.2);
AddColumn(H,”High”,1.2);
AddColumn(L,”Low”,1.2);
AddColumn(C,”Close”,1.2);
I just want to use this code on the daily as well as on the 20 min chart. Awaiting your feedback on the code. Good day
No you are wrong your code is trying to look for Moving Average Crossover and MACD crossover in the same event. Probably you requirement is after positive EMA crossover whenever there is a MACD crossover then it is a buy signal right in that case the buy and sell conditions are represented as.
Wow, can’t wait to join your next meetup. Loved the equity curve trading idea – I’m a quantitative trader and I’ve been exploring such concepts to reduce risk. I’d love to see more about walk forward analysis and its applications in activating and deactivating trading strategies.
Please inform next such gathering
More info here http://www.marketcalls.in/afl2015