Matt Radtke – Building Rotational Systems in AmiBroker Matt Radtke
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Description
Matt Radtke – Building Rotational Systems in AmiBroker Matt Radtke
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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
- What are rotational strategies?
- Sample Strategy Rules
- A Simple “Rotation Like” approach
Module 2: AmiBroker Support for Rotational Strategies
- AmiBroker’s Rotational Mode
- Converting the Sample Strategy to use backtestRotational mode
- Comparison of Results
- Advantages and Disadvantages
Module 3: Recreating Rotational Mode with a CBT
- Controlling the rotation process
- Converting from Mid to Low Level CBT
- Comparison of Results
Module 4: More CBT Functionality
- Rebalancing
- Separate Worst Rank Held for Long and Short
- Comparison of Results
- Summary
Module 5: Office Hours (Q&A)
- Office Hours Session (Course Attendee Q&A)
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