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Amibroker

July 29, 2020 By Joe Marwood Leave a Comment

13 Reasons You Should Learn The Amibroker CBT

This week we published another new course to Marwood Research called Amibroker CBT Intensive which teaches you how to use the Amibroker custom backtester (CBT). The Amibroker CBT can be difficult to grasp at first but it offers the ability to take complete control of the backtesting process, creating your very own backtesting environment. This […]

Filed Under: Amibroker, Strategies/ Systems, Update Tagged With: amibroker, courses

July 22, 2020 By Joe Marwood 11 Comments

Should You Buy 52-Week Highs Or 52-Week Lows?

Whatever your investing style it’s useful to have a way to whittle down the thousands of available stocks to a more manageable number.  Over the years, I’ve listened to many investors explain how they do it. Often, the first step is to look at the Wall Street Journal for stocks making new 52-week highs or […]

Filed Under: Amibroker, Strategies/ Systems, Technical Analysis Tagged With: stocks, trading systems

April 19, 2020 By Joe Marwood 6 Comments

Testing Turnaround Tuesday

After a big move on a Monday you will often hear traders talk about turnaround Tuesday. The concept is very simple. When markets start the week in a big way, they will often settle down on Tuesday and put in a decent reversal. Looking at the data, we find that there is a small edge […]

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: amibroker, trading systems

November 19, 2019 By Joe Marwood 9 Comments

How To Automate Your Trading With Amibroker 

Long time users of Amibroker will know that it’s an excellent software for backtesting, scanning and many other tasks. However, automation of trading strategies is not one of it’s strengths. Fortunately there’s a new and simple solution which I discovered in a new class called Trading And Investing Automation For Amibroker.  This solution involves linking […]

Filed Under: Amibroker, How to, Strategies/ Systems Tagged With: amibroker, trading systems

September 24, 2019 By Joe Marwood 8 Comments

Testing A Reader’s RSI Trading Strategy

A reader asked if I could backtest a trading strategy based on the RSI(2) technical indicator. Most RSI strategies trade mean reversion setups, however, this is actually a trend following strategy. The idea is to follow trends and use an RSI(2) pullback to get a better price entry. We wait for the RSI(2) to turn back […]

Filed Under: Amibroker, Strategies/ Systems, Technical Analysis Tagged With: amibroker rsi stocks

July 16, 2019 By Joe Marwood 5 Comments

Does This Trading System Really Make 20% Per Year?

The trading website Finviz.com shows a simple strategy based on the RSI indicator with an annualised performance of 19.59% per pear. The rules are to go long a stock from the S&P 500 when RSI(5) crosses under 20 and to sell when RSI(5) crosses back over 50.  The following chart shows the backtest performance published […]

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: stocks, trading systems

June 20, 2019 By Joe Marwood Leave a Comment

Should You Ignore Financial Stocks?

should you ignore the financial sector

The financial sector took a battering in the 2008 crash which led to at least two major headwinds for financial stocks: Financial companies became highly regulated. New laws came in that prevented banks and other institutions from making the big profits they were used to. Quantitative easing caused interest rates to drop to record lows. […]

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: stocks, trading systems

June 7, 2019 By Joe Marwood Leave a Comment

Investigating Skewness And The Lottery Effect In Stocks

lottery effect feature image

The lottery effect explains our willingness to accept poor odds for a chance to win a huge sum. It’s why millions of us play Lotto or the PowerBall despite huge odds of one in 292,201,338*. We don’t mind spending a few bucks for the chance to win a gigantic sum, even though the odds are […]

Filed Under: Amibroker, Investing, Strategies/ Systems Tagged With: strategies, trading systems

April 3, 2019 By Joe Marwood 5 Comments

Testing The Half Day Reversal Strategy

While browsing Quantpedia I came across another interesting trading strategy called the Half-day Reversal. This is a short-term, mean reversion strategy that buys the worst performing stocks in the S&P 500 and holds them overnight. The indicated performance is 57.7% per annum with a Sharpe ratio of 3.03. These are incredible numbers so let’s put […]

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: stocks, strategies

March 25, 2019 By Joe Marwood 9 Comments

The Truth About Intraday Momentum

A few years ago an interesting paper called Market Intraday Momentum was published which revealed a simple trading edge for the S&P 500 ETF. According to the paper, the first half-hour in the S&P 500 predicts the last half-hour. So if the first half-hour is positive, the last half-hour also tends to be positive. In […]

Filed Under: Amibroker, Intraday, Strategies/ Systems, Top Posts Tagged With: intraday

February 13, 2019 By Joe Marwood 7 Comments

Double Top Pattern – Backtest Rules & Results

Double top pattern with adjustable parameters

The double top pattern is a chart formation consisting of two consecutive price peaks that leads to a bearish reversal. For years, traders have claimed that the double top is a high probability short setup. This is because a double top pattern signifies that bulls are having trouble pushing the price past the prior high. […]

Filed Under: Amibroker, Stocks, Strategies/ Systems, Technical Analysis, Top Posts Tagged With: stocks, technical analysis

November 30, 2018 By Joe Marwood 4 Comments

How To 10x Your Momentum Returns

How to 10x Your Momentum Trading Strategy

The backbone of personal finance is to save more than you spend and invest the proceeds. The most common advice is to put your money into cheap index funds each month with a simple allocation split. But what if you want to try something more adventurous? Index investing may only provide returns of six or […]

Filed Under: Amibroker, How to, Strategies/ Systems, Top Posts Tagged With: amibroker, strategies

November 12, 2018 By Joe Marwood 11 Comments

RSI or MFI – Which One Makes More Money?

rsi or mfi which indicator works best

RSI is one of the most popular technical indicators among quant traders, particularly the 2-period and 4-period RSI. Previous analysis and articles have shown how RSI(2) maintained a strong edge in stocks through most of the 2000s. The MFI indicator (money flow index) is similar to RSI but incorporates volume as well. MFI is not […]

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: technical analysis, trading systems

September 24, 2018 By Joe Marwood 12 Comments

Simple Volatility Strategy For VXX

Volatility strategy featured image

I’ve spent the weekend looking into volatility and I stumbled upon a simple but effective volatility strategy. The idea is to go long the VXX ETF when volatility is rising and go short the ETF when volatility is falling. This is the opposite to the usual approach which is to short volatility on sharp rallies. […]

Filed Under: Amibroker, Strategies/ Systems, Top Posts Tagged With: amibroker, trading systems, volatility

September 21, 2018 By Joe Marwood 6 Comments

Market Meanness Index For Amibroker

MMI indicator on Apple stock

The Market Meanness Index is a technical indicator developed by JCL from the Financial Hacker website. In this article we will describe what the indicator is designed to do and provide some code for Amibroker users. MMI is a statistical algorithm based on the median value of a price series. It’s purpose is to help […]

Filed Under: Amibroker, Strategies/ Systems, Technical Analysis Tagged With: amibroker, trading systems, Trend Following

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About The Author

Joe Marwood is an independent trader and investor specialising in financial market analysis and trading systems. He worked as a professional futures trader for a trading firm in London and has a passion for building mechanical trading strategies. He has been in the market since 2008 and working with Amibroker since 2011.

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