Linear Regression Trading System: Amibroker AFL Code

Amibroker AFL of the week

Quantitative Finance offers plethora of indicators and tools to predict future price movements of Stocks, commodities or any other traded instruments. Linear Regression is one of them through which price direction is speculated using statistical techniques. It has found it’s… Continue Reading

Position Ranking in Amibroker: AFL Code Included

Let’s say you have a super successful trading system which works on almost all the stocks. Also, you do have a AFL code for the same which signals you buy sell opportunities real-time. What’s next? Probably you would think of… Continue Reading

A Simple and Efficient CCI Trading System

Amibroker AFL of the week

Commodity Channel Index (CCI) is an oscillator indicator which accurately identifies overbought or oversold levels. It was developed by Donald Lambert in 1980, and was originally supposed to be used exclusively for commodities trading, but later it found its application… Continue Reading

How to Calculate TWAP and use it for Trading?

TWAP

TWAP or Time Weighted Average Price is another variant of VWAP (Volume Weighted Average Price). It is mostly used for large institutional investors to execute large orders without disturbing the market volatility. TWAP is defined as the average price of… Continue Reading