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CSTA Oakville - May - AmiBroker Technical Platform **ONLINE REGISTRANT**

  • 05 May 2020
  • 7:00 PM - 9:00 PM
  • ONLINE
  • 116

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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

May 2020.

** This meeting will be a member presentation meeting.  We have two (2) members that have stepped up to share their knowledge and experience with the group.  

Member Presenter #1: Graham Walker 

Topic : "Snifter Trend Following System".

Reference to a long-term trend following system that held promise was posted on the ABC Forum in October 2019.  The system was coded and optimised in AmiBroker, but mixed results were obtained when tested on out-of-sample data. 

In this presentation, coding snippets, backtest results and system validation techniques that are available in AmiBroker will be discussed. 

Also, using trading results from the system, Dr. Howard Bandy's approach to trade management (Safe f and CAR25) and a crude application of dynamic position sizing are illustrated.


Member Presenter #2: Marcel Elderhorst

Topic: Thoughts and research for shorting inverse leveraged ETFs.



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