Category: Amibroker
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A backtest of the Naïve System in Mean Reversion Trading Systems by Howard Bandy
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Read more: A backtest of the Naïve System in Mean Reversion Trading Systems by Howard BandyThis system is taken from Howard Bandy’s Mean Reversion Trading Systems book. It’s a simple system that he presented in one of the earlier chapters (I believe it’s Chapter 3). Note that I have likely altered the code a bit; I’m unable to verify as I do not have the book with me now. This…
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Mean Reversion Trading Systems by Howard Bandy
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Read more: Mean Reversion Trading Systems by Howard BandyThese are notes complied from Howard B. Bandy’s excellent book: Mean Reversion Trading Systems. The notes here are based on what is relevant to me and does not cover everything that is discussed in the book. In addition, I did not copy all the code examples (aka listings) in the book. If you are interested…
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Quantitative Trading Systems (2nd Edition) by Howard B. Bandy
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Read more: Quantitative Trading Systems (2nd Edition) by Howard B. BandyThese are notes complied from Howard B. Bandy’s excellent book: Quantitative Trading Systems. The notes here focus on Chapters 9 to 17, which primarily discuss different trading systems and strategies. The post is a work-in-progress and will be updated as I complete the different chapters. Chapter 9: Trending Systems Key Takeaways He gave an example…
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Understanding Amibroker’s ExRem() and Flip() functions
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Read more: Understanding Amibroker’s ExRem() and Flip() functionsHave not been posting much because I have been learning more about Amibroker. I re-read Howard Bandy’s book “Quantitative Trading Systems” and also watched some YouTube videos. Here’s a very useful video that I watched on how to scale in and out of a position: Amibroker When it comes to Amibroker, I think I have…
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How to import forex data into Amibroker
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Read more: How to import forex data into AmibrokerFirst, we go to https://www.histdata.com/download-free-forex-data/?/excel/1-minute-bar-quotes to download free forex data in Excel format. Note that this data source does not include volume. If you know of any free data source that includes volume, do let me know. Next, open the file in Excel and delete the last column. Save the resulting file in CSV format.…