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**** Course featured on Investopedia ****
Part II of the Most Popular Trading Course on Udemy: <Black Algo Trading: Build Your Trading Robot> (with over 16,000 students)
Course last updated December 2016!
More than 100 more lectures to be released over the coming months!
Scroll down to see the full list of Chapters.
Part II of what?
This course is the continuation of the popular "Black Algo Trading: Build Your Trading Robot" course on Udemy. It has over 15,000 students and 600 reviews. If you have not taken that course, do check it out first.
Huh? What is a Trading Robot?
A Trading Robot a set of programming code that analyse and trade the market on its own. Trading Robots allow you to trade the markets without human intervention!
What does this course offer?
This course teaches the insider knowledge to designing, testing and coding long term profitable robots. We do NOT promise that you will strike it rich overnight. We do not make ridiculous claims (like those you see in newspapers and online ads) that you will make $3722 every night.
This course WILL, however, offer you the years of experience we have in building Robots. You will understand the pitfalls and keys to success to design great robots. You will avoid the hundreds of mistakes we made in our journey.
This course does not only teach programming. Programming is just the tool we use to execute our ideas. The main essence of the course is the design theories behind the Trading Robots. These theories and knowledge come from years of industry practice.
At the end of the day you will acquire the ability to generate a trading idea, code the idea (within 1hour), test the idea, see the strength and flaws in the idea, improve and finally execute the idea.
Chapters - Full List (These are Sections NOT Lectures!)
<Course 2: You are here!>
Note: This list may be subject to change.
Frequently Asked Questions
// I'm a complete beginner. Is this course suitable for me?
Yes, this course is designed for beginners. The course is prepared in a progressive manner. It entails a graphical, step-by-step approach with minimal technical jargon.
But of course, you will need to put in more effort than someone with a stronger background to master the content.
// I can't code! Is this course suitable for me?
Yes, this course is designed for those who are new at programming. We have a 24/7 support channel to assist you with coding issues!
// I can code! Is this course suitable for me?
If you can code MQL4, you can probably skip the coding lectures. The value you gain will come mainly from the lectures on Robot Design and Market Theories.
// This is a Forex course?
No, it is not. Think of it as a general algorithmic trading course. The course content is not specific to any asset class. However, we use forex for most of our examples initially as it is beginner friendly. In the later chapters (of the later courses), we will talk about other asset classes.
// What if I am unhappy with the course?
We would never want you to be unhappy! If you are unsatisfied with your purchase, contact Udemy in the first 30 days and they will give you a full refund. No questions asked.
// How long do I have access to the course?
How does lifetime access sound? After enrolling, you have unlimited access to this course for as long as you like - across any and all devices you own.
About the Course
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Certificate of completion.
|Section 1: Welcome to <Advanced Trading Robots and Crowd Manipulation>|
The Next Phase - What We Have and Will Learn (Part 1)Preview
The Next Phase - What We Have and Will Learn (Part 2)Preview
The First Step - How to Start Your Journey (Again!)
Let's See What We Have Learnt!Preview
Algorithmic Trading Overview - The 6 Key ComponentsPreview
Hello and thanks!
|Section 2: Course 1 Refresher: Build Your Trading Robot|
What is this Section About?
What are Trading Robots? (And why should I build them?) (Part 1)
What are Trading Robots? (And why should I build them?) (Part 2)
Downloading Our Software (MT4)
MT4 for Mac
Introduction to MT4
Structure of a Trading Robot (Part 1)
Structure of a Trading Robot (Part 2)
Structure of a Trading Robot (Part 3)
Our Holy Grail - Secret to Successful Trading Robots
Trading Robot Development Guide - Everything You Need To Succeed (Part 1)
Trading Robot Development Guide - Everything You Need To Succeed (Part 2)
Trading Robot Development Guide - Everything You Need To Succeed (Part 3)
Data Sources and Storage
Preliminary Research - First step to building Robots (Part 1)
Preliminary Research - First step to building Robots (Part 2)
Strategy Creation Thought Process - A Closer look at Market Prudence
Pass or Fail? Backtest Performance Analysis
Introduction to Optimisation
|Section 3: Perfect Your Bet Sizing - Advanced Position Sizing Methods|
Note on Subtitles
How to enable Macros on Excel
Beyond Risk = 2% - Optimising Risk Per TradePreview
Download Code for Advanced Position Sizing
Our Sizing Trilemma - The Impossible Trinity of Sizing
Check Your Sizing - Ensuring Lot Size Compatibility
Be Nimble Not Clunky - Breaking Down Large Orders
Reference Hidden/Trailing Stops - Modifying Our Sizing Algo
A Proposed "Optimal" Bet Sizing Algo - The Kelly (Part 1)
A Proposed "Optimal" Bet Sizing Algo - The Kelly (Part 2)
Kelly Criterion Resources
Coding the Adaptive Kelly Sizing Algorithm (Part 1)
Coding the Adaptive Kelly Sizing Algorithm (Part 2)
Coding Hit Rate and Reward Ratio Functions
Notes on Adaptive Kelly
Adaptive Position Sizing - Tailoring to Target Factors (Part 1)
Adaptive Position Sizing - Tailoring to Target Factors (Part 2)
Coding an Adaptive Volatility Sizing Model
Formulating Adaptive Sizing Algorithms
Coding an Adaptive Hit Rate Sizing Model
Summary - Reviewing our 3 Sizing Methods
|Section 4: Robot 5: Elizabeth and the Ugly Martingale|
Elizabeth - Martingale and Myths (Part 1)
Elizabeth - Martingale and Myths (Part 2)
Coding Elizabeth (Part 1)
Coding Elizabeth (Part 2)
|Section 5: Programming Basics 5: Clean Up Your Codes! Simple Is Fast!|
MT4's Global Variables (Not referring to global scope!)
Download Code for Programming Basics 5
Coding Simple Global Variables
Coding Global Variables (Spread)
Coding Global Variables In an Indicator (Highest Spread)
Cleaner Code 1 - Record Backtest Timings
Cleaner Code 2 - Coding Principles!
Cleaner Code 3 - Once a Bar
Cleaner Code 4 - Partial Once a Bar + Once a Trade
Cleaner Code 5 - Efficient Indicators
Include vs Import
Coding with the Include method
Coding with the Import method
Dynamic Link Library (DLL)
Code Robustness - Write Good Code
|Section 6: Garbage In, Garbage Out Again. Advanced Data Cleaning (Part 1)|
Offline Testing and Multiple MT4 Instances
Backtesting - Designated vs Actual Period
Download Code for Advanced Data Management (Part 1)
Creating Custom Timeframes
Backtesting with Custom Timeframes
Different Data, Different Output - Reconciling Backtest Results
Clean Data, Biased Output – Backtesting vs Live Trading Results
1 Min Intrabar – Behind the Scenes
|Section 7: Excel VBA - Using Excel Magic to Improve Our Trading|
Excel VBA – Why are we learning this?
Playing a Trading Game with Excel VBA
Download Link for Excel VBA Chapter
Simple Demonstrations with Excel VBA
Setting up your Excel for VBA
Warning! Trust Settings and Setting up Developer Tabs
Referencing Cells and Sheets (Part 1)
Referencing Cells and Sheets (Part 1)
Summary Notes - Referencing Cells and Sheets
VBA Basic Error Handling - Managing Erroneous Code
Exercise on Referencing
VBA Syntax - Structure of VBA Code
VBA Variables - Basic Building Blocks that Store/Do Stuff
VBA Reserved Words - Words You Cannot Use
VBA Intro to Data Types - Different Types of Variables
VBA List of Data Types
VBA Operators, Intermediate Window and Buttons
VBA Conditionals - If This then That
Lucas has been designing and building algorithmic trading robots since 2010. He worked at a proprietary trading firm and teaches programming for financial applications to Government of Singapore Investment Corporation (GIC), one of the largest sovereign wealth funds in the world.
Lucas does consulting for algorithmic trading projects. He has over 5 years of experience coaching in MQL4, MATLAB and VBA. He was the Head of the Quantitative Finance Society in Singapore Management University.
Lucas has been featured on Investopedia and is one of the most viewed writers in Algorithmic Trading on Quora.