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
June 2020.
Presenter: Urban Jaekle, co-Author of "Trading Systems: A New Approach To System Development And Portfolio Optimisation, Second Edition".
Note from Urban : Feel free to forward this to your group before our webinar- maybe users can better ask questions if they tried themselves before...
(referring to the free code and the book)
About Urban:
The physicist Urban Jaekle has been trading stocks for over 25 years and futures for over 20 years. He has worked on the floor of the Chicago Mercantile Exchange (CME) and has managed money for institutional investors with algo trading systems. His book “Trading Systems” (Harriman 2009 and 2019) includes strategies with free AmiBroker codes.
Website: urban-stocks.com
Book: https://www.harriman-house.com/trading-systems2
AmiBroker Video Course: https://videocourse.urban-stocks.com/
Webinar contents
In this webinar Urban will show two trading systems from his book incl. backtests and usage of AmiBroker. He will show idea, code and results of the systems and discuss their applications and hurdles. Both systems are available for free with AmiBroker code for the webinar attendees.
1. Beginning of the month - a simple and robust trading system for stock indexes
Idea, rules, optimisation, results
2. Bollinger Band system to trade portfolios of stocks
Idea: let the market decide which stock to buy, survivorship bias in portfolio backtests, application of the strategy to portfolios of stocks (S&P500, Nasdaq100 etc), introducing a market filter, practical example of position management, psychology of trend-following, ways of daily execution, results from 1990-2020 (about 10% p.a., current positions in US markets).
To Your Continued AmiBroker Learning!,
Dave Di Marcantonio
AmiBroker Canada User Group
www.amibroker-canada.org
&
www.AmiBroker-Courses.com
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