Coimbatore amibroker workshop 2014
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Every Year we use to conduct two workshop in two major cities. System Trading, Algo Trading and Trading system Concepts are the main agenda and those learning will be performed using Amibroker Software. For More Amibroker related updates visit http://www.marketcalls.in/category/amibroker
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Coimbatore amibroker workshop 2014
- 1. Coimbatore Amibroker Workshop Simply Intelligent Technical Analysis rajandran@marketcalls.in 5/12/2014 1www.marketcalls.in
- 2. About Me • Futures Trader, Algo System Designer. • Author of www.marketcalls.in since Sep 2007 • Interested in Creating Trading Systems and Automated Web Applications • I love People hanging at my site. • More www.marketcalls.in/about 5/12/2014www.marketcalls.in 2
- 5. No Subjective Interpretation • No Trend Lines • No Gann • No Fibonacci • No Elliot wave • No Trading Patterns • No Divergence • No News • No Fundamentals 5/12/2014www.marketcalls.in 5
- 6. Why Amibroker? • Ease of Use • High Speed Execution • Supports Autotrading • Custom Timeframe • Multi Timeframe Support • Backtesting, Optimization • Scanning and Exploration • Custom Indicators (AFL Programming) 5/12/2014Footer Text 6
- 7. AFL Basics • AFL is an array processing language. It operates on arrays (or rows/vectors) of data • O – Open • H – High • L – Low • C- Close • V - Volume • Ref(c,-1) – Previous Close array • MA(C,10) – 10 day moving average • Cross(C,EMA(c,10) – Candlestick crossover with 10 days EMA line • Barcount – returns the total number of bars 5/12/2014Footer Text 7
- 9. Trading System Rules 5/12/2014Footer Text 9
- 10. Buy & Sell Indications 5/12/2014Footer Text 10
- 14. Stop Using Colurful Indictors 5/12/2014www.marketcalls.in 14
- 15. Stop Using Text Book Indicators 5/12/2014www.marketcalls.in 15
- 17. Start using Mechanical Models 5/12/2014www.marketcalls.in 17
- 18. Why Trend Trading • Slow and Consistent Profits in long term • Lower Risk even with moderate winning ratio. • Allow you to follow Discipline in Markets • Reduces Emotional Trading • Especially works with NSE Indices and Stocks(High Beta) 5/12/2014www.marketcalls.in 18
- 20. Non Repainting Indicators 5/12/2014Footer Text 20
- 21. Choosing Right Timeframe • Day Trader : 1– 10min Charts • BTST Trader : 15min – 30min Charts • Positional Trader : Hourly Charts • Medium Term Investor : Daily Charts • Long Term Investor : Weekly Charts 5/12/2014www.marketcalls.in 21
- 22. Which Timframe to Adopt 5/12/2014www.marketcalls.in 22
- 23. Higher the Timeframe Higher the Risk 5/12/2014Footer Text 23
- 24. Lower timeframe has low risk more trades and more profits 5/12/2014Footer Text 24
- 25. Pay Attention to Volatility Index 5/12/2014www.marketcalls.in 25
- 27. Importance to Drawdown • The peak-to-trough decline during a specific record period of an investment, fund or commodity. A drawdown is usually quoted as the percentage between the peak and the trough. 5/12/2014www.marketcalls.in 27
- 28. Trading System Once Broken Will Never Work Again 5/12/2014Footer Text 28
- 32. Benchmark Metrics • Net Profit, Net Profit % - bad < 0, good > 0 • Annual Profit %, bad < 0, neutral betwen 0 and 10, good > 10 • RAR % bad < 0, good > (10 / Exposure) • Avg. Profit/Loss all trades (Expectancy $) - bad < 0, good > 0 • Avg Profit/Loss % all trades (Expectancy %) - bad < 0, good > 0 • Max. system % drawdown - bad: dd worse than -30%, neutral: dd between -30 and -10%, good - -10% to 0% • CAR/MaxDD, RAR/MaxDD - bad < 1, neutral between 1 and 2, good > 2 • Recovery factor - bad < 1, neutral between 1 and 2, good > 2 • Payoff ratio - bad < 1, neutral between 1 and 2, good > 2 5/12/2014Footer Text 32
- 33. More the VIX more the money 5/12/2014www.marketcalls.in 33
- 34. Should I have to book Partial Profits? 5/12/2014www.marketcalls.in 34
- 35. Longer Duration Markets affects Profitability 5/12/2014Footer Text 35
- 37. Intratrend – Equity Curve 5/12/2014Footer Text 37
- 38. Intratrend - Drawdown 5/12/2014Footer Text 38
- 39. Few Concepts • Market Making • HFT • Dark Pools • Deal Booking • Proprietary Trading • Hedge Funds 5/12/2014Footer Text 39
- 40. Trading the Equity Curve 5/12/2014Footer Text 40 Buy Sell Logic Feedback Logic Final Equity Curve Equity Curve Feedback Start/Stop
- 41. Refrence :Trading the Equity Curve • http://www.blueowlpress.com/WordPress/code/eq uity-curve-feedback/ • http://www.futuresmag.com/2012/10/24/analyze- your-equity-curve • www.traderji.com/advanced-trading- strategies/92982-crude-oil-10-ema-reverse-strategy- 5.html 5/12/2014Footer Text 41
- 42. Stop Playing Martingale 5/12/2014Footer Text 42
- 45. Don’t’s • Trading with Others Money or Taking Loan • Searching holy grail. “There is no secret sauce” • Correlating Trading with News • Correlating Trading with Fundamental Factors • Trading with Wrong timeframe • Searching for the paid signals/Indicators 5/12/2014www.marketcalls.in 45
- 46. Do’s • Try to Follow Mathematical Models • Understanding the nature of Trading System • Back testing,Optimization • Practice your strategy with Indices and Top traded stocks • Treat Trading as business not as gambling factor 5/12/2014www.marketcalls.in 46
- 47. Resources Marketcalls Library www.marketcalls.in/library www.marketcalls.in/category/amibroker Amibroker Library https://www.amibroker.com/library/list.php Wise Stock Trader Library www.wisestocktrader.com 5/12/2014Footer Text 47
- 49. Social Profiles • Facebook - www.fb.com/marketcalls • FB Group - www.fb.com/groups/marketcalls • FB (Pers) - www.fb.com/rajandran.r • Twitter - www.twitter.com/marketcalls_ • Youtube - www.youtube.com/user/marketcalls • Skype - rajandran.r • Linkedin - www.linkedin.com/pub/rajandran- r/95/32/20a • Phone - +91 9611786519 • Mai l - rajandran@marketcalls.in 5/12/2014Footer Text 49
- 50. Marketcalls Support • Amibroker Pricing www.marketcalls.in/services/amibroker • Globaldatafeed NSE FNO, NSE FX and MCX Futures Realtime Datafeed Pricing www.marketcalls.in/services/globaldatafeeds • Customer Support – 09738383344/09738384433 • My Contact - 09611786519 5/12/2014www.marketcalls.in 50
- 51. Amibroker Freelancers • Raminder - 08390313603 • Dinesh - 09890817311 5/12/2014Footer Text 51