Mechanical Trading Systems Using Technical Analysis

Overview of what will be covered in this section

• In this video you will learn about a special tool designed to help you build more robust strategies faster.

Overview of the tool we will be using throughout the course.

The first building block of an automated system. Understand what entries are and what the differences are between price driven and indicator driven triggers.

Students will observe the performance of a double MA cross system and learn how to improve it using the Visual Backtester

Coding and testing the Single Moving Average Crossover.

What, when, why, where and how to use stops.

• Reviewing different types of Stop Losses with the visual backtester.

What, when, why, where and how to use filters.

Applying different filters across a simple strategy to understand the effects.

Introduction to exits and their use in a system

Students will understand the different exits that can be used in the backtesting engine.

You will learn how to program your own hard exit into the engine.

What is pyramiding and when to use it?

Looking at a quick example of pyramiding on the charts!

Students will understand how to artificially simulate fees and slippage in their systems. They will also learn about the different types of position sizing and the best way to size positions.

Students will understand what circuit breakers are and why they are used.

The final building block of the system and one of the most important.  Students will understand how this building block is integrated into our system and why.

Summary and review of the section! Quickly revisit the key concepts covered in the section to solidify your knowledge. Repetition is the father of learning.

Understand why backtesting across a portfolio is important.

Understand how to take a realistic approach to building a portfolio

How to find and build a list of uncorrelated assets.

How to select the right assets to use in your portfolio by removing correlated assets with the help of a correlation matrix tool.

Students will understand a few different techniques in understanding how to identify trending and mean reverting assets.

Walkthrough some charts and review how to use the tools. What to look for and how to decide on which assets to include your portfolio.

Students will take a look at the portfolio we will be using to run our backtests through the rest of this section. We will also take a second look at the PBTE and some code modifications which were necessary.

Students will understand how to code and backtest the Single MA cross using Pine Script.

How to code up a double moving average crossover inside the PBTE using Pine Script.

Students will learn how to backtest and improve a double moving average trend following strategy.

Students will backtest a triple moving average crossover strategy.

Introduction to the supertrend indicator and how to code it up as a strategy inside of the portfolio backtesting engine.

Backtesting the popular Supertrend strategy across our portfolio!

Learn how the macd works and how to code it up as a strategy into our backtester with Pine script.

Backtest the MACD Strategy and learn how to improve it using our backtesting engine. Watch how such a simple strategy ends up giving exceptional results.

Coding up a strategy that uses divergences based off of the MACD and price!

Backtesting the MACD Divergence strategy with the Portfolio Backtesting Engine.

Take a quick look at the version 5 update now included into the Portfolio Backtester Engine.

Overview of the RSI Indicator and accompanying Strategies and how we will be using it.

Coding up our RSI Strategy inside of the PBTE with Pine Script

Coding a hard exit into the portfolio backtester for a true mean reversion system.

Backtesting our Mean Reversion Strategies

Get to know the bollinger bands, how they are used and how we will be using them as a mean reversion strategy.

Watch how we take the code from the Bollinger Bands Indicator in the last video and insert it into the Portfolio Backtester and turn it into a strategy!

Backtesting the Bollinger Band Mean Reversion Strategy with the Portfolio Backtester Engine and analysing the performance based on different parameter settings.

Take a look at the period reversal strategy also known as the consecutive up/down strategy. We will understand how this is programmed and see perform inside the backtesting portfolio.

How to build a more robust strategy using out of sample testing. I show you an easy way to do this using the tools we have!

How to build an even more robust strategy by stacking portfolios!

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