Practical Approach To Amibroker Backtesting Optimization and Walkforward Testing

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₹ 2,500
Description

Day 01

1) Introduction to Amibroker and AFL
2) Understanding Amibroker Trading System
3) Introduction to Backtesting in Amibroker
4) Introduction to Position Sizing in Amibroker
5) Amibroker Backtesting Settings
6) How to Backtest for Cash Markets (Investing)
7) How to Backtest for Futures Markets & Margin Trading

Day 02

1) How to Apply Commissions Calculations
2) Impact of Trade Commissions and Slippages in your Strategy
3) How to Apply Target and Stoploss in Backtesting
4) Amibroker Apply Stop Function
5) Amibroker Backtesting Metrics
6) Amibroker Custom Backtesting Metrics
7) Various Amibroker Backtesting Modes
8) Dynamic Position sizing

Day 03

1) Understanding Optimization
2) How to Peform Smart Optimization
3) How to Perform Optimization 3D Visualization
4) How to Avoid Curve Fitting. Practical Guidelines
5) In Sample and Out of Sample Data
6) Walk Foward Analysis
7) Monte Carlo Analysis
8) Complete Process Involved in Building a Trading System to Execution