Section 1 - Module 1: Getting Started
Mentor Communication and Site Navigation
Data
Software
Good Trading Is Effortless
Section 1 - Module 2: Data Setup
The Importance of Quality Data
Premium Data Installation
Section 1 - Module 3: AmiBroker Setup
Working with Windows
Working with Layouts
Working with Charts
System Preferences
Customisation
Section 1 - Module 4: Working with Data within AmiBroker
Symbols
Watchlists and Favourites
Mentor Check-in
Section 2 - Module 5: Introduction to Coding AmiBroker Formula Language (AFL)
Resources
AFL Support
Knowledge Base and Default Indicators
Section 2 - Module 6: Basic Concepts
How AFL Works - Part 1
How AFL Works - Part 2
Using the Formula Editor
Saving Your Files
AFL Editing
Common Inbuilt Functions
Section 2 - Module 7: Indicator Creation
Coding a Moving Average Indicator
Coding a Volume Indicator
Coding an Advanced Volume Indicator
Quiz #1
Task: Coding an RSI
Task: Coding an ATR
Task: Coding the Guppy MMA
Section 2 - Module 8: Explorations
AmiBroker Analyser
Explorations, Scans and Settings
Coding a Price Increase on High Volume
Coding a New 50 Day High
Quiz #2
Task: Adding Columns
Task: Coding an RSI Exploration
Section 2 - Module 9: Basic System Creation Part 1 - Moving Average Crossover
Introduction
Entry and Exit Signal Code
Exploration and Chart Plotting Code
Backtesting and Position Sizing Code
Video Summary
A Word On Post-Dictive Errors
Quiz #3
Task: Shape Plotting
Task: Backtesting Options
Section 2 - Module 10: Basic System Creation Part 2 - RSI Momentum System
Introduction
Entry and Exit Signal Code
Exploration and Chart Plotting Code
The Interpretation Window
Video Summary
Quiz #4
Task: Interpretation Window
Section 2 - Module 11: Full System Coding Part 1 – Filters
Introduction
Price Filters
Liquidity Filters: Volume and Turnover
Index and Universe Filters
Quiz #5
Section 2 - Module 12: Full System Coding Part 2 - Entries and Stop Losses
Coding Entries
Task: Coding Entries
Task: Coding Entries (Shortened Version)
Coding Exits
Task: Coding a Stop Loss
Section 2 - Module 13: Full System Coding Part 3 – Looping
Introduction, Constructs and Braces
Looping - Buy & Sell Variables
Looping - Trailing Stop
Looping - Extending Beyond Trigger Bar
Looping - Bar Counter
Looping - Breakeven Stop
Looping - Scaling In and Out
Looping - Common Syntax Errors
Task: Looping #1
Task: Looping #2
Task: Looping #3
Section 2 - Module 14: Full System Coding Part 4 - Explorations Extension
Adding System Components Part 1
Adding System Components Part 2
Adding System Components Part 3
Quiz #6
Section 2 - Module 15: Full System Coding Part 5 – Charting
Chart Plotting
Adding Overlays
Code Checking
Quiz #7
Task: Shape Constants
Section 2 - Module 16: Full System Coding Part 6 – Debugging
Interpretation Window
Bar Replay
Log Window
Trace Function
Task: Trace Function
Exploration Debugging
Section 2 - Module 17: Full System Coding Part 7 – Backtesting
Settings
Position Sizing
Backtest Report
System Completion
Quiz #8
Section 2 - Module 18: Full System Coding Part 8 - Monte Carlo
Monte Carlo Coding
Delisted Stocks
Historical Constituents
Optimisation
Walk Forward
Quiz #9
Section 3 - Module 19: Introduction to Trading Systems
What is a Trading System?
Types of Trading Systems
Types of Market Systems
Section 3 - Module 20: Systematic Trading Styles
The Key Idea
Absolute Momentum / Trend Following
Relative Momentum / Rotational
Mean Reversion
Swing
Pattern Recognition
Seasonal
Volatility
Market Neutral / Pairs
Event Driven
Task: Entry Mind Map
Task: Your Key Idea
Section 3 - Module 21: Developmental Framework
Introduction
Market Environments
Time Frames
Instruments
Leverage
Brokers, Commission & Technology
Quiz #10
Task: Framework Facilitation
Section 3 - Module 22: Expectancy
Definition and Components
The Expectancy Curve
Trade Frequency
Section 3 - Module 23: Position Sizing and Profit Maximisation
Introduction
Task: Coin Flip
Quiz #11
Three Position Sizing Models
Three Profit Maximisation Models
Quiz #12
Section 3 - Module 24: Robustness, System Biases and Errors
Robustness
Data Mining vs Snooping, Dredging & Fishing
Quiz #13
Curve Fitting and Optimisation
Survivorship and Sample Bias
Selection Bias
Start Date Dependency
Postdictive Errors
Quiz #14
Task: Postdictive Errors
Task: Selection Bias
Task: Rule Validation
Section 3 - Module 25: Backtesting and Stress Testing
Hypothesis Generation vs. Hypothesis Testing
In Sample and Out Of Sample Data
Single Run vs. Monte Carlo
Batch Optimisation
Walk Forward Optimisation
Running A Backtest
Randomising Trade Selection Within Sequence
Randomising Trade Sequence (Boostrapping)
Increasing Signal Variance
Increasing Data Variance
Quiz #15
Section 3 - Module 26: Performance Metrics and Assessment
Basic Performance Metrics
Rolling Window Analysis
Looking Inside Your System
Is My System Broken?
Monitoring System Health
Task: Optimisation
Section 4 - Module 27: Practical
Introduction
Trading System Inventory
Task: Trading System Design
Task: Trading System Build + AFL Templates
Task: Trading System Test
Task: Walk Forward Trading
Mentor Communication and Site Navigation
Data
Software
Good Trading Is Effortless
Section 1 - Module 2: Data Setup
The Importance of Quality Data
Premium Data Installation
Section 1 - Module 3: AmiBroker Setup
Working with Windows
Working with Layouts
Working with Charts
System Preferences
Customisation
Section 1 - Module 4: Working with Data within AmiBroker
Symbols
Watchlists and Favourites
Mentor Check-in
Section 2 - Module 5: Introduction to Coding AmiBroker Formula Language (AFL)
Resources
AFL Support
Knowledge Base and Default Indicators
Section 2 - Module 6: Basic Concepts
How AFL Works - Part 1
How AFL Works - Part 2
Using the Formula Editor
Saving Your Files
AFL Editing
Common Inbuilt Functions
Section 2 - Module 7: Indicator Creation
Coding a Moving Average Indicator
Coding a Volume Indicator
Coding an Advanced Volume Indicator
Quiz #1
Task: Coding an RSI
Task: Coding an ATR
Task: Coding the Guppy MMA
Section 2 - Module 8: Explorations
AmiBroker Analyser
Explorations, Scans and Settings
Coding a Price Increase on High Volume
Coding a New 50 Day High
Quiz #2
Task: Adding Columns
Task: Coding an RSI Exploration
Section 2 - Module 9: Basic System Creation Part 1 - Moving Average Crossover
Introduction
Entry and Exit Signal Code
Exploration and Chart Plotting Code
Backtesting and Position Sizing Code
Video Summary
A Word On Post-Dictive Errors
Quiz #3
Task: Shape Plotting
Task: Backtesting Options
Section 2 - Module 10: Basic System Creation Part 2 - RSI Momentum System
Introduction
Entry and Exit Signal Code
Exploration and Chart Plotting Code
The Interpretation Window
Video Summary
Quiz #4
Task: Interpretation Window
Section 2 - Module 11: Full System Coding Part 1 – Filters
Introduction
Price Filters
Liquidity Filters: Volume and Turnover
Index and Universe Filters
Quiz #5
Section 2 - Module 12: Full System Coding Part 2 - Entries and Stop Losses
Coding Entries
Task: Coding Entries
Task: Coding Entries (Shortened Version)
Coding Exits
Task: Coding a Stop Loss
Section 2 - Module 13: Full System Coding Part 3 – Looping
Introduction, Constructs and Braces
Looping - Buy & Sell Variables
Looping - Trailing Stop
Looping - Extending Beyond Trigger Bar
Looping - Bar Counter
Looping - Breakeven Stop
Looping - Scaling In and Out
Looping - Common Syntax Errors
Task: Looping #1
Task: Looping #2
Task: Looping #3
Section 2 - Module 14: Full System Coding Part 4 - Explorations Extension
Adding System Components Part 1
Adding System Components Part 2
Adding System Components Part 3
Quiz #6
Section 2 - Module 15: Full System Coding Part 5 – Charting
Chart Plotting
Adding Overlays
Code Checking
Quiz #7
Task: Shape Constants
Section 2 - Module 16: Full System Coding Part 6 – Debugging
Interpretation Window
Bar Replay
Log Window
Trace Function
Task: Trace Function
Exploration Debugging
Section 2 - Module 17: Full System Coding Part 7 – Backtesting
Settings
Position Sizing
Backtest Report
System Completion
Quiz #8
Section 2 - Module 18: Full System Coding Part 8 - Monte Carlo
Monte Carlo Coding
Delisted Stocks
Historical Constituents
Optimisation
Walk Forward
Quiz #9
Section 3 - Module 19: Introduction to Trading Systems
What is a Trading System?
Types of Trading Systems
Types of Market Systems
Section 3 - Module 20: Systematic Trading Styles
The Key Idea
Absolute Momentum / Trend Following
Relative Momentum / Rotational
Mean Reversion
Swing
Pattern Recognition
Seasonal
Volatility
Market Neutral / Pairs
Event Driven
Task: Entry Mind Map
Task: Your Key Idea
Section 3 - Module 21: Developmental Framework
Introduction
Market Environments
Time Frames
Instruments
Leverage
Brokers, Commission & Technology
Quiz #10
Task: Framework Facilitation
Section 3 - Module 22: Expectancy
Definition and Components
The Expectancy Curve
Trade Frequency
Section 3 - Module 23: Position Sizing and Profit Maximisation
Introduction
Task: Coin Flip
Quiz #11
Three Position Sizing Models
Three Profit Maximisation Models
Quiz #12
Section 3 - Module 24: Robustness, System Biases and Errors
Robustness
Data Mining vs Snooping, Dredging & Fishing
Quiz #13
Curve Fitting and Optimisation
Survivorship and Sample Bias
Selection Bias
Start Date Dependency
Postdictive Errors
Quiz #14
Task: Postdictive Errors
Task: Selection Bias
Task: Rule Validation
Section 3 - Module 25: Backtesting and Stress Testing
Hypothesis Generation vs. Hypothesis Testing
In Sample and Out Of Sample Data
Single Run vs. Monte Carlo
Batch Optimisation
Walk Forward Optimisation
Running A Backtest
Randomising Trade Selection Within Sequence
Randomising Trade Sequence (Boostrapping)
Increasing Signal Variance
Increasing Data Variance
Quiz #15
Section 3 - Module 26: Performance Metrics and Assessment
Basic Performance Metrics
Rolling Window Analysis
Looking Inside Your System
Is My System Broken?
Monitoring System Health
Task: Optimisation
Section 4 - Module 27: Practical
Introduction
Trading System Inventory
Task: Trading System Design
Task: Trading System Build + AFL Templates
Task: Trading System Test
Task: Walk Forward Trading
