AmiBroker Knowledge Base » Forex

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]

Diamond Backtesting Manager - Analyzing Walk Forward Results#1 Walk Forward analysis free lecture Walk Forward Analysis (WFA) e Matrix (WFM)  Robustness Tests  Metatrader 5 (MT5) Expert Advisor EA Studio Updates: Walk Forward Optimization Walk Forward Optizisation Part 1 Walk Forward Analysis (WFA) Amibroker vs Matlab backtesting benchmark.

Walk Forward Analysis Nella statistica inferenziale esiste una tecnica, detta metodo di test “ in sample-out of sample ” o “ previsione out of sample ”, che cerca di individuare un fenomeno sulla base dei risultati campionari, scartando momentaneamente la parte più recente del campione per studiare la parte iniziale, al fine di fare previsioni da verificare poi nella parte scartata ... What you are currently seeing is the Walk Forward Analyzer, and yes, it uses MT4 for optimisation, and therefore has the same limitations. BUT the parameterspace analysis, which is the actual core of that framework, uses its own algorithms to do its job. Yes, it uses MT4 to simulate the trades, but then takes the raw trade outputs and ... 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 ... AmiBroker Backtesting with Walk Forward Manager 2.3h12 (Dec 2014) PROSUITE – QDA Miner 4.1 with WordStat 7.0.1 & Simstat 2.6 (Dec 2014) The Forex Muse 7.04 (Dec 2014) 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”). 64-bit Account Manager AddToComposite ADLine AFL AmiQuote Analysis Backtest Categories Charting Correlation Custom Backtester Custom Metrics Data Debug Delisted stocks Excel Exploration Export FastTrack File Forex FullName Import Installation Interactive Brokers Matrix Menus Metastock OLE Optimization Position Sizing Report Charts Rotational Trading Runtime Side-By-Side Third-party Time Frame ... پنجره آنالیز پشتیبان گیری ، بهینه سازی ، آزمایش walk-forward و شبیه سازی Monte Carlo است. پنجره سهام امی بروکر به شما امکان می دهد تا نمادها را در بازارها ، گروه ها ، بخش ها ، صنایع ، لیست های مختلف طبقه بندی کنید. جستجوی متن کامل سری AmiBroker has fully automated walk-forward testing that is integrated in optimization procedure so it produces both in-sample and out-of sample statistics. AmiBroker's Walk-forward features: - user-definable start, end, step intervals - anchored / non-anchored mode - user-definable target (objective) function - custom metric and Monte Carlo stat can be used as target - sliced in-sample / out ... AMIBROKER.COM is a small software company based in Poland, EU, specializing in writing technical analysis software called AmiBroker. The software is being developed using professional industry standard Visual C++ and Microsoft Foundation Classes library. Dr. Tomasz Janeczko, the founder and chief software architect of AMIBROKER.COM, the creative force behind AmiBroker, received M.Sc (in 1994 ... Validate robustness using Walk-forward & Monte Carlo simulation. TRADE THE SYSTEM . Trade visually from Charts, or use Analysis tool to generate order list, or place orders directly from your code using Auto-trading interface. Whatever your style is. The choice is yours. Download Free Trial. for Windows. Upgrade your trading to the next level. Powerful, easy-to-use and beautiful charts. Drag ...

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Diamond Backtesting Manager - Analyzing Walk Forward Results#1

Walk Forward Analysis Using MATLAB to backtest your trading strategy - Duration: 35:16. ... Let's Learn Amibroker: How To Optimize A Trading System Automatically - Duration: 9:43. DaveASXWatch ... Walk Forward Analysis (WFA) and Matrix (WFM) - Robustness Tests Metatrader 5 (MT5) Expert Advisor - Duration: 11:21. Vilela One 3,134 views 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 ... Hi Traders, Understanding Walk Forward Testing/Optimization using the V2 Elite. This presentation will delve into the strategy optimization process, terminol... Walk Forward Analysis Using MATLAB to backtest your trading strategy - Duration: 35 ... [Forex Trading] How to backtest a ... Let's Learn Amibroker - Using If Then Else (IIF) - Duration: 4:57 ... Walk Forward Analysis (WFA) é um tipo de estudo realizado para descobrirmos a vida útil (ideal) de um conjunto de parâmetros de um setup, para isso utilizamos os dados de backtest particionados ... Walk Forward Optimization is the newest feature in EA Studio. It improves a lof the strategy analysis because it allows backtesting the complete strategy with the last segment of the Walk Forward.