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Matt Radtke – Building Rotational Systems in AmiBroker Matt Radtke

Original price was: $279.00.Current price is: $32.00.

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Description

Matt Radtke – Building Rotational Systems in AmiBroker Matt Radtke

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Sale Page : amibroker

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This course will explore various methods for creating Rotational Systems in AmiBroker.

It includes approximately two hours of online instruction as well as AFL code templates that you can easily modify for your own needs and Excel files containing AmiBroker test results for the sample strategy presented in the course.

Course Outline

Module 1: Introduction to Rotational Strategies

  1. What are rotational strategies?
  2. Sample Strategy Rules
  3. A Simple “Rotation Like” approach

Module 2: AmiBroker Support for Rotational Strategies

  1. AmiBroker’s Rotational Mode
  2. Converting the Sample Strategy to use backtestRotational mode
  3. Comparison of Results
  4. Advantages and Disadvantages

Module 3: Recreating Rotational Mode with a CBT

  1. Controlling the rotation process
  2. Converting from Mid to Low Level CBT
  3. Comparison of Results

Module 4: More CBT Functionality

  1. Rebalancing
  2. Separate Worst Rank Held for Long and Short
  3. Comparison of Results
  4. Summary

Module 5: Office Hours (Q&A)

  1. Office Hours Session (Course Attendee Q&A)

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