Canadian Society of Technical Analysts


CSTA Oakville - March - AmiBroker Technical Platform

  • 03 Mar 2020
  • 7:00 PM - 9:00 PM
  • Oakville Town Centre, Bronte Room, 1225 Trafalgar Rd, Oakville, ON L6H 0H3

Registration


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Oakville Chapter of The Canadian Society of Technical Analysts

Oakville Chapter of 

The Canadian Society of Technical Analysts

Durham Chapter of The Canadian Society of Technical Analysts

 
 


AmiBroker Technical Platform Meeting


Speaker Bio : Alan Clement is a trading strategy designer and independent trader with almost 30 years experience in the financial industry. Following a successful professional career in both investment management and investment banking, he now manages his own independent trading business, and is also an international speaker on evidence-based trading approaches. His main focus is the design and development of quantitative trading strategies that trade multiple markets. Alan is an IFTA Certified Financial Technician (CFTe) and National Director of the Australian Technical Analysts Association. His website is helixtrader.com and you can contact him directly at alan@helixtrader.com, or follow him on Twitter @helixtrader

Topic: Measuring Strategy Performance with Custom Metrics and Charts / Monitoring Your Strategy’s Health Whilst Amibroker comes with many useful metrics and charts out of the box in its backtest report, there are often other dimensions and statistical measures with which we’d like to measure performance. In this presentation, Alan will walk through the steps required to build out your own customised set of charts and metrics that you can use to measure your strategy’s performance. Using elements of the custom backtester as well as low-level graphics to build trade-level and high-level metrics, this will act as a useful primer in getting to grips with how to translate any metric you care to use, into something that can be used and reused in your own personal reporting. In the second part of the talk Alan will discuss how we can use elements of these custom metrics to measure the ongoing health of our strategies, to gauge if they are outperforming or underperforming. He will also provide some guidance in the ways this data can be used to adjust exposure levels in the markets, to better control risk.



**Fully paid members are invited to join us remotely.  Register here for the remote option

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