On popular demand, we have developed an Amibroker AFL for Intraday Open High Low strategy. In this strategy, positions are taken when Open=High or Open=Low for a given security in Intraday Timeframe. We have already posted an Excel sheet and… Continue Reading
All the AFL’s posted in this section till now are Trend following. Recently, we experimented on a Mean Reversion Trading System and got surprised with its accuracy and returns. In this post,we would go through this system and its backtest… Continue Reading
In this age of super computers, Algorithmic Trading has gained a huge popularity from last decade. In the United States, around 70% of total Trading volumes comes from Algorithmic Trading. In developing nations like India, it accounts for around 40%… Continue Reading
Opening Range Breakout (ORB) is probably the most popular intraday trading system. It takes into account the volatility of first few minutes of trading hours, and any breakout above or below the price range of this period is considered as… Continue Reading
This week we are going to share an excellent Intraday trading strategy for Nifty. This strategy uses RSI and ADX combination to find Buy/Sell opportunities. As a general rule, when RSI crosses an upper limit it indicates a Sell signal, while… Continue Reading
Monte Carlo simulation is one of the most important steps in Trading system development and optimization. It is often overlooked by beginners considering the mathematical complexity it contains. Also, there are hardly any articles available at Internet which explains it in layman… Continue Reading
We have received many requests from our readers to publish AFL for USD-INR Currency Trading strategy. This post would cater to all those requests. This is an extremely profitable trend following strategy for USD-INR currency pair. See the backtest report… Continue Reading
On our readers request, we will explore dynamic position sizing using Amibroker this week. Also we shall go over Anti-Martingale Trading system in the same context. In Trading system terminology, dynamic position sizing is referred to a strategy where position… Continue Reading