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Amibroker

The case for Fuzzy Logic in Trading – Pt. 2: Amibroker

September 13, 2012 by sanz prophet 4 Comments

Backtesting Fuzzy Logic in Amibroker In pt.1 we backtested a “fuzzified” trading strategy in Matlab (read part 1): Buy when RSI(3) is Low and it’s before Expiration week. Although it was easy to develop this fuzzy model in Matlab, due to the intuitive GUI, it is difficult to get meaningful backtest results, visual signals, statistics …

Read moreThe case for Fuzzy Logic in Trading – Pt. 2: Amibroker

Filed Under: Amibroker, strategy, strategy development

7 Winning Trading Systems Reviewed – 3 Day High/Low

August 3, 2012 by sanz prophet 1 Comment

Back in 2009 Larry Connors and Cesar Alvarez published several short term trading systems in their book “High Probability ETF Trading”. They described 7 mean reverting strategies. What happens, then once a strategy becomes public domain? Do they loose their edge?All tests are performed on a set of 20 ETFs:DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLVTthe strategy can hold  up to 10 ETFs …

Read more7 Winning Trading Systems Reviewed – 3 Day High/Low

Filed Under: Amibroker, code, strategy development

Matlab for Amibroker Users – Backtesting Functions for Matlab

July 31, 2012 by sanz prophet 1 Comment

The point of this post is to provide some basic functions to non professional Matlab users that may help backtest a simple long only system the way Amibroker (and  most other software) backtest. If you are an Amibroker user you are used to something this easy: sma9=ma(close,9); sma21=ma(close,21); buy=Cross(sma9,sma21);   sell=Cross(sma21,sma9);  Wish you could do …

Read moreMatlab for Amibroker Users – Backtesting Functions for Matlab

Filed Under: Amibroker, Matlab, Stock

Amibroker on Amazon’s EC2

April 5, 2012 by sanz prophet 3 Comments

This post is a technical description on how to set up Amibroker on EC2. For licencing Amibroker running on EC2 or another VPS contact amibroker.com.  This is a rough guide on how to setup Amibroker to run on an Amazon EC2 micro instance.Turns out, Amibroker runs fast even on this tiny micro instance.Amazon provides one year …

Read moreAmibroker on Amazon’s EC2

Filed Under: Amibroker, strategy development

Trading Log for Amibroker

April 4, 2011 by sanz prophet 1 Comment

I have been looking into software to log my trades and keep track of actual trade performance. I was looking for: 1.  Simple import process from Interactive Brokers TWS Log Files.2.  Be able to code and run custom statistics on portfolio level trades, not just per instrument.3.  Be able to see my entry and exit …

Read moreTrading Log for Amibroker

Filed Under: Amibroker

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