[amibroker] NAAIM Presentation -- How to Build an Effective Trading System

g it. Yes, it is available as a PowerPoint file. You can download it here: http://www.blueowlpress.com/NAAIM.html You are welcome to use the information and graphics from individual slides in emails and other presentations, providing credit is given to the author and copyright holder, Howard B

[amibroker] Statistics

Greetings all -- Thanks to all who are making the R package accessible from within AmiBroker. I plan on using it, and I'm sure others will as well. This posting is a word of caution about the use of statistics in trading system development. I see two major areas of application: 1. Monitoring t

[amibroker] Index components and ETF watchlists

Greetings all -- I updated my lists of index components and high liquidity (1,000,000 shares and over traded per day) ETFs today. You can download a Zip file containing them from either of the following URLs. Scroll down to the "Ticker" section. (The two are identical) http://www.introductiont

[amibroker] Update on the printing and shipping schedule for Introduction to AmiBroker

Greetings all -- My printer informed me today that "Introduction to AmiBroker" is entering the printing process next week. This book is larger (608 pages) than Quantitative Trading Systems. It will be bound as a "lay-flat" perfect-bound book, which means that you can open the book flat without b

[amibroker] Using the Equity Curve to control trading logic

// EquityCurveLogicSwitcher.afl // // Howard Bandy // February 2009 // // In response to an inquiry from the forums -- // // This is an example of using the daily equity // to control the logic of a trading system. // // Code two trading systems -- System 1 and System 2

[amibroker] Monte Carlo analysis for trading systems

Greetings all -- The posting was originally made by me to Aussie Stock Forums on February 2, 2009. But in light of recent discussions, I'll cross post it here. Some of my thoughts on using Monte Carlo techniques with trading systems. First, some background. Monte Carlo analysis is the applicat

[amibroker] Portfolio construction

Greetings all -- Several recent threads that inspired this posting which focuses on issues related to portfolio construction. Portfolio construction is an interesting and important problem. But it is not easily solved without either violating good modeling and simulation practices or making so

[amibroker] Howard Bandy's Books -- On Sale for a short time

Greetings all -- We are in the process of reorganizing and freshening our websites. There will probably be periods when some of the pages will be unavailable. To ease your inconvenience, both of our books, "Quantitative Trading Systems" and "Introduction to AmiBroker" have their prices reduce

[amibroker] Addendum to Quantitative Trading Systems published and available for download

Greetings -- Quantitative Trading Systems -- the book -- has been updated to reflect additions that have been made to AmiBroker since the book's publication. The information in QTS related to the design, testing, and validation of trading systems has not changed. But, since the publication of

[amibroker] Testing a moving average crossover system

Greetings all -- The thread that prompted me to make this posting began with the question of whether a system based on a simple-moving-average crossover was profitable and would remain profitable. I used this code to test that: // Test MA Crossover.afl // BuyPrice = SellPrice = C; ShortPr

[amibroker] AmiBroker with Walk Forward features will be used in Las Vegas next week

Greetings all -- Tomasz has released AmiBroker 5.05.1 with walk forward testing features. Thank you, Tomasz! These features are very helpful in testing and validating trading systems. Validation runs that used to take me all day are now done with one click and a wait of a few minutes. Those

[amibroker] Moon Phase as a profitable predictor

Thanks to everyone who has contributed code to compute the phase of the moon, and to the discussion of whether the phase of the moon is profitably predictive for common stock investing. I have done some testing and find that the phase of the moon is Not a profitable predictor. I used the code pos

[amibroker] The code for the book Quantitative Trading Systems can be downloaded

Greetings -- Several people who have received their copy of the book Quantitative Trading Systems have wondered if they could get the code into AmiBroker without typing. Yes!! Those of you who have the book can download all the code from the book -- no typing necessary. Go to the book's web sit

[amibroker] Info on forthcoming book -- Quantitative Trading Systems

Greetings -- The revised Table of Contents and the first sample chapter, Issue Selection, of the book I am writing about quantitative trading systems has been posted. www.quantitativetradingsystems.com Constructive comments will be appreciated. Thanks, Howard Yahoo