• Skip to main content
  • Skip to primary sidebar
  • Skip to footer

Decoding Markets

  • Top Posts
  • Courses
  • Resources
    • Books
  • Free Class
  • Blog

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

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 6 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

August 8, 2019 By Joe Marwood 1 Comment

Should You Combine Trading Strategies?

The general advice with trading systems is that you should try to combine multiple trading strategies together in order to get the benefit of diversification.  Having a suite of profitable trading algorithms means that you can obtain a smoother drawdown and reduce your chance of having a losing day, week, month, year.  However, is it […]

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

December 12, 2018 By Joe Marwood 12 Comments

Testing 3 Simple Divergence Trading Strategies

RSI trade divergence example

A reader asked about trading divergence so I thought I would look into it. Searching the web I found many articles that claim divergence trading is an effective way to trade stocks. However, there is very little empirical evidence provided. In this article we test several different divergence strategies and we compare our results to […]

Filed Under: Stocks, Strategies/ Systems, Technical Analysis, Top Posts Tagged With: amibroker, trading systems

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

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

July 30, 2018 By Joe Marwood 1 Comment

Using This Sector Filter Improves Net Profit By 50%

best trading books

Old school trading wisdom says you should not only buy the strongest stocks but the strongest stocks in the strongest sectors. In this article, I discuss a simple breakout system. Then I introduce a basic sector filter which improves our net profit by around 50%. Full Amibroker code is also provided.

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

July 23, 2018 By Joe Marwood 2 Comments

Three Trading Strategies Put To The Test

ES trading strategy long and short

If you want to put your money in the stock market it makes sense to first analyse the data to see whether your trading strategy is a good one or not. In this article I take a look at three technical trading strategies and see how successful they’ve been over the past 10-18 years.

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

July 9, 2018 By Joe Marwood 8 Comments

A Simple Pullback Strategy – Full Test Results And Rules

simple pullbacks strategy in spy example

Every major trend in history has begun with a breakout. However, breakouts also lead to whipsaw trades so it’s sometimes better to join a trend on a subsequent pullback. In the rest of this article I will demonstrate a very simple strategy that does just that. 

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

June 21, 2018 By Joe Marwood 2 Comments

Data Mining For Profits With Amibroker And Bonds

full equity curve trading system

In today’s blog post I take a data mining approach to find a potentially profitable trading strategy based on the movement of US treasury rates. The idea of this strategy is to find a selection of stocks that respond favourably to a downward price movement in US Treasury yields.

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

June 14, 2018 By Joe Marwood 5 Comments

Dollar Cost Averaging – How To Double Your Money Every 10 Years

dollar cost averaging on spy etf

The idea behind dollar cost averaging is simple. Every month invest a set amount of money into the stock market. When the market is high, you’ll be able to afford fewer shares and when it’s low you’ll be able to buy more shares at a lower price. Over time, the stock market moves up, your […]

Filed Under: Amibroker, Investing, Strategies/ Systems Tagged With: amibroker, investing, strategies

June 8, 2018 By Joe Marwood Leave a Comment

Trading The Uptick Rule – Can You Make Money Buying Stocks After A 10% Drop?

Alternative uptick rule trading strategy results on US stocks

The uptick rule is a short selling restriction that says you can only short sell a stock on an uptick. In other words, you must wait for a stock to trade a tick higher before you can short it. This rule was first introduced in 1938 to promote market stability and investor confidence. However, the […]

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

May 10, 2018 By Joe Marwood 1 Comment

Testing The Bullish Hikkake Pattern On US Stocks

Example Hikkake pattern in CBS

The Hikkake pattern is a simple price action or candlestick pattern that is used to find market turning points. The pattern is essentially an inside day with a fake breakout and is originally credited to Daniel Chesler CMT.

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

Next Page »

Primary Sidebar

Access Marwood Research image

Popular

easy-money-trading

The Easiest 100 Ticks I Ever Made (And Worst)

Which Trailing Stop Is The Best?

How to 10x Your Momentum Trading Strategy

How To 10x Your Momentum Returns

vrsn example moving average pullback trade

The 200 Day Moving Average Pullback Doesn’t Work

21 Useful Ways To Improve Your Trading System

Slide 1 Trading Desk

How To Build A Mean Reversion Trading Strategy

roadmap to successful financial trading

Zero To Hero: 5 Steps For Financial Trading Success

Should You Combine Trading Strategies?

Search

Recommended Resources

  • Discover New Trading Strategies
  • Learn Japanese Candlesticks (Free)
  • Mental Models For Trading (Free)
  • Indicators For Amibroker (Free)
  • Tools For Options Traders (Free)
  • Hist. Data For 8000 Stocks (Free)

Financial Disclaimer

Financial trading is risky and you can lose money. Joe Marwood is not a registered investment advisor and nothing on this site is to be regarded as personalized investment advice. Past performance is not indicative of future results. Data errors and mistakes do occur. Please see the full disclaimer.

Footer

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.

Joe Marwood Profile PIc

Recent Posts

  • Performance Of Our Trading Systems In 2020
  • Trend Following With ETFs and Large Cap Stocks
  • Should You Trade This Earnings Pullback Strategy?
  • Simple Algo Trading With Alpaca And Streak
  • Is Value Investing Dead? Dissecting The Value Investing Narrative
  • How To Screen For Stocks With Norgate Data
  • Do Stocks Have A Floor?
  • What Trading Signals Work Best For Long-Term Investors?

Search

Privacy policy | Contact | Disclaimer | All Rights reserved. JB Marwood.