AmiBroker Backtesting with Walk Forward Manager 2.3h12 ...

Some basic algo trading questions on platform and data sources

Hi algoTrading,
I'm new to algorithmic trading, and was hoping to get some advice on how to get set up. My questions fall into two categories, first, what platforms do you guys use for backtesting, and second, where do you get your data from.
First, to clarify what I mean by 'platform'. I am looking for a mechanism which will enable me to (relatively) easily go from idea to backtest. For instance, in quantopian, you can write a strategy, and backtest it. The backtest will generate relevant metrics, and you do not have to worry about the code linking the strategy to the data. Additionally, if the platform allowed for more robust testing, like walk forward testing, and monte carlo analysis, that would be ideal.
I have seen two websites in particular, which seem to be popular. Quantconnect, and Quantopian. Now, I have looked into both of these, and I am not sure they are what I am after. First, I am a little skeptical of putting out algo's which I have poured my time hard work into, on sites which execute the code remotely. Second, I am more interested in derivatives trading than stock trading. If I were to use an online platform, I would prefer one which included data on Options/Futures/Forex. Additionally, while the language isn't a huge deal, I have experience in Java, and am learning Python for data Science applications. If there were a platform which let me use Python or Java, that would be ideal.
Second is the data source. This is a little redundant for online platforms, like quantopian, which are already integrated with the data. However, I have also been looking at Amibroker, which is executed locally on your computer, and does not come bundled with data. I have seen that you can get some data from IB, thinking about switching over to them, just for their data feeds. But really, the data I am interested in would be 1) EOD options data. 2) intra day futures/forex data. 3) intraday stocks/indexes/ETF data.
I am willing to pay for tools/data if necessary, but would prefer to keep costs as minimal as possible, as I am a losing trader with a day job.
Thanks in advance!
submitted by IAmBoredAsHell to algotrading [link] [comments]

Amibroker vs Matlab backtesting benchmark. 148. Developing a Trading System Part 4 - Walk Forward Test 4 Outline Monte Carlo Simulation in AmiBroker Setup Realtime data feeds to Amibroker Walk Forward Optizisation Part 1 Back-Testing with Amibroker: How to code and test a strategy on a portfolio of stocks Walk Forward analysis free lecture

AmiBroker review explained by professional forex trading experts, All you need to know about AmiBroker Charting software.. AmiBroker Review. Its Portfolio Backtesting Software. Optimization and Trading System validation. Monte Carlo simulation, Walk-Forward testing and Sophisticated charting. Recently released AmiBroker 5.05 BETA features the automatic Walk-Forward Optimization mode. The automatic Walk forward optimization is a system design and validation technique in which you optimize the parameter values on a past segment of market data (“in-sample”), then test the system forward in time on data following the optimization segment (“out-of-sample”). Walk Forward Testing - Walk Forward Testing macht Ihr Handelssystem robuster. Was Walk-Forward-Tests von anderen Optimierungsmethoden unterscheidet, ist der einzigartige mehrstufige Ansatz für das Testen von Strategien. Seine Erfindung wird hauptsächlich Robert Pardo zugeschrieben . Aus Amibroker extrahiert. Der Zweck des Walk-Forward-Tests besteht darin, zu bestimmen, wann die Leistung ... This page is obsolete. Current versions of AmiBroker feature built-in non-exhaustive, smart multithreaded optimizer and walk-forward engine. As a more thorough verification that a system will perform as anticipated, we should always test the system with out of sample data or in other words with data that has not been seen by the In Sample optimization process graphically represented by: Having said that, the purpose of forward testing is to test for operational issues such as whether your IT infrastructure is sufficient and stable for live trading, whether the broker is able to fill your order properly, and whether a forex trading software has any bugs etc. You will also get a feel of the robot’s behaviour and also gain confidence that the robot operates as it should. 2011 - Walk-Forward Testing implemented 2012 - charting overhaul: new chart look, themes, multithreaded GDI rendering 2013 - static variable ranking added, chart performance improvements: QuickData 2014 - introduced new AFL editor with Code Snippets and many other state-of-the-art editing features WALK-FORWARD PROCESS: HOW IT WORKS. Walk-Forward testing is an on-going and dynamic process to determine whether parameters optimisation just curve fits the price and noise or produces statistically valid out-of-sample results. Here is how it works: Let’s say we have 10 years of data from 1999 to 2009. Optimisation period is three years (in ... Start/Programs/Amibroker Backtesting with Walk Forward Manager (BTWFMgr)/Amibroker_BTWF_Code_Prepapartion -OR-click in BTWFMgr on Functions/Prepare your Strategy for BTWFMgr -OR- click on the blue exclamation mark icon the BTWFMgr icon. Related Products $ 25.00. Bulls-Eye Broker 4 Pro Build 108 $ 25.00. Add to cart $ 9.00. Tradingsoft – NeuroTrendLines 4.0 for Multicharts $ 9.00. Add to cart ... Walk-forward testing. Don't fall into over-fitting trap. Validate robustness of your system by checking its Out-of-Sample performance after In-Sample optimization process. Monte Carlo Simulation . Prepare yourself for difficult market conditions. Check worst-case scenarios and probability of ruin. Take insight into statistical properties of your trading system. Concise and fast formula ... AmiBroker Backtesting with Walk Forward Manager (BTWFMgr) (Professional Software Solutions) Now BTWFMgr can also be obtainable for the AmiBroker platform! The following subjects can be found for BTWFMgr and AmiBroker: Compare AmiBroker and BTWFMgr . BTWFMgr replicates the precise fairness and efficiency as proven in AmiBroker if you run an optimization or backtest! In this instance the highest ...

[index] [17186] [12978] [13282] [24646] [21486] [961] [21192] [1427] [2426] [3193]

Amibroker vs Matlab backtesting benchmark.

A Random Walk & Monte Carlo ... Back-Testing with Amibroker: How to code and test a strategy on a portfolio of stocks - Duration: 14:12. Llewelyn James 7,305 views. 14:12. Lesson 10: All about ... Understanding Walk Forward Testing/Optimization using the V2 Elite. This presentation will delve into the strategy optimization process, terminology and best practices by looking at real-world ... How To Fix Forward Head Posture - 3 ... Back-Testing with Amibroker: How to code and test a strategy on a portfolio of stocks - Duration: 14:43. Llewelyn James 15,088 views. 14:43. HOW TO GET FREE ... The mathematician who cracked Wall Street Jim Simons - Duration: 23 ... No Nonsense Forex 122,592 views. 28:59 . Programming in Visual Basic .Net How to Connect Access Database to VB.Net ... Walk forward analysis is a free lecture from the course Walk Forward optimization: Forex trading with Portfolio EAs. The complete course is available on our ... Walk Forward Analysis Using MATLAB to backtest your trading strategy - Duration: 35 ... [Forex Trading] How to backtest a ... Let's Learn Amibroker: How To Optimize A Trading System Automatically ... - In this video, InformedTrades, in conjunction with Shaun Overton of, guide you through the process of cond...