The second edition of Introduction to AmiBroker is available, and is a free download.
This message is to bring you up to date on the publications written by Dr. Howard Bandy and available from Blue Owl Press.
Today, August 15, 2012, is the publication date of Introduction to AmiBroker, Second Edition.
It is free for personal use.
The second edition has been revised to include the changes to the AmiBroker trading system development platform; and to expand the set of ten exercises you can work through to refresh your AmiBroker skills.
You will be particularly interested in Exercise 8 -- "Optimize a Trading System" -- and Exercise 9 -- "Perform a Walk Forward Validation."
Together they illustrate a trading system that detects regime change between trend following and mean reversion, performs an automatic walk forward run with 12 transitions from in-sample to out-of-sample, and displays the equity curve and trade summary for the concatenated out-of-sample periods.
The book is thoroughly illustrated with screen capture images of important steps, now displayed in color.
You can download the pdf files that contain Introduction to AmiBroker from its website:
The Blue Owl Press blog has a collection of articles, each inspired by a comment or question from a reader, and each addressing a critical issue related to trading system development:
Look under the "Articles" link.
Titles available now include:
Backtesting and Cognitive Dissonance
Trading System Development
Logic, Data, and Synchronization
Trading System Health and Position Sizing
Measuring System Quality
Why Traders Stop Trading
Managing Subjectivity with Objective Functions
While you are there, read the comments on two trading systems, found under the "Trading Systems" link:
200 Day Moving Average
Mean Reversion Based on RSI
Both are fully disclosed and can be used as starting points for your own system development.
There is an extensive list of links to reference material from the "Resources" link.
Other publications, not free but very good value, are available:
Quantitative Trading Systems, Second Edition
Modeling Trading System Performance
Mean Reversion Trading Systems (in preparation)
Our main website, with links to everything, is Blue Owl Press