This blog is dedicated to building an intelligent trading system ~ codename Z. A system helps to increase profitability by reducing discretionary and emotional handicaps of traders. about me
Resource (input)
1. 6 months of my time (part-time since I hold a day job)
2. books, online resources, trader friends, real trades
3. a flair for creativity and a never-give-up attitude
System (process)
Amibroker 5.10 Professional - chosen over Metastock as AFL (Amibroker Formula Language) offers powerful programming to facilitate backtesting and algorithm development.
Result (output)
An intelligent trading system with the following features:
System (process)
Amibroker 5.10 Professional - chosen over Metastock as AFL (Amibroker Formula Language) offers powerful programming to facilitate backtesting and algorithm development.
Result (output)
An intelligent trading system with the following features:
1. Takes EOD data as input and generate buy/sell/wait signals as output
2. Ability to analyze market conditions for backtested-profitable entry setups
3. A potential AI self-learning algorithm for action / result / review / adjust cycle
Updated May:
Results suggest points 1 and 2 are met. Point 3 is more challenging, self-learning hmm.. Let's work it out in future.
