What is Quantzilla?

Quantzilla is an immersive mentorship program on designing trading systems, converting trading ideas into indicators and trading strategies, automating the trading systems.

Amibroker Basics - Part-1

• Installing Amibroker
• How to Explore the Features of Amibroker
• Amibroker and Database
• Realtime Datafeeds and EOD data feeds
• Importing ASCII data, CSV data into the database
• Importing Metastock Database / Connecting to Metastock Database
• Understanding Tick Data, 1minute Data, EOD data, and Datafeeds

Amibroker Basics - Part-2

• Using Multiple Chart Planes
• Custom Intraday Timeframes
• Different Types of Bars (Line, Bar, Heiken Ashi, Renko, Market Profile, Kagi, P&F Charts)
• Understanding Layouts, Templates, Tabs & Sheets
• Understanding Layers
• Understanding Drawing Tools (Trendlines, Channels, Fibonacci Retracements and Apply Indicators
• Split and Bonus Adjustments
• Continous Vs Non-Continous Contracts

Amibroker Basics - Part-3

• Built-in Indicators
• Creating Custom Indicators
• How to Get Custom Indicators and Strategies from External Source
• Scanning and Exploration
• Creating Buy and Sell Trading System with Signals
• Backtesting a Trading System

Amibroker Basics - Part-4

• Free Version Vs Paid License Difference
• Automating your trades using Amibroker
• Optimizing a Trading Strategy using Amibroker
• Configuring Alerts in Amibroker
• Installing Amibroker in VPS
• Things to handle while automating your Trading System
• Resources for Learning Amibroker

Introduction to Amibroker AFL Programming and setting up Quantitative Trading Development Platforms

• Understanding How Amibroker AFL works and Basic Introduction to Amibroker
• AFL Syntax, Commenting
• Understanding Amibroker Arrays
• Understanding Built-in Functions ( EMA, HMA, HHV, LLV, RSI, MACD etc)
• Understanding User Defined Functions
• Understanding Amibroker In-Built Identifiers
• Understanding IIF Function
• Plot Function Vs Plot OHLC Function
• Amibroker Colors, Colorblend and ColorRGB Functions
• Gap up and Gap Down Functions in Amibroker

Setting the Database and Understanding Amibroker AFL Data Types and Basic Functions

• Connecting Realtime Data and Understanding Database
• Importing IEOD and EOD Test Database
• Different types of data
• Understanding Conditional Statements
• Nested Conditional Statements
• Cross Function, Reference Function, PlotShape Function
• Understanding AFL Editor & Code Snippets
• How to Plot Trading Signals
• Understanding Ref Function

Building Scanners and Exploration Modules

• Understanding Scanning and Exploration & Realtime Scanners
• IIF and WriteIF Function
• Exploration Functions (Addcolumn, Addtextcolumn)
• Plotting Buy and Sell Arrows on the Charts
• Parameter Controls
• Multi Timeframe Function (Timeframegetprice) functions

Date and Time Functions

• Understanding Date and Time Functions
• Understanding logic behind start of the new day
• Creating a Open Range Breakout levels
• Understanding Valuewhen Function
• Understanding Flip and Exrem Function
• Plotting simple stoploss and target

Building Trading System and Backtesting

• Creating a Full Fledged Trading System?
• Understanding Different Position Size mode
• Backtesting Cash Markets
• Portfolio Backtesting
• Building a Trend Following System
• Building a mean reversion trading system
• Building  a High-Low Breakout System based on Signal Bars (Trading Conditions)

Backtesting Metrics and Monte Carlo Analysis

• Backtesting Vlintra V5 - Nifty and Bank Nifty Futures trend following system
• Understanding Backtesting Metrics
• CAGR Overview
• Equity Curve and Drawdown
• Risk Adjusted Returns
• Sharp Ratio and Sortino Ratio
• Payoff and Profit Factor
• Recovery Factor
• K-Ratio
• Monte Carlo Analysis

Building Intraday trading system

• Building a full fledged ORB Intraday Trading System
• Applying Stops and Targets to your Trading Strategy
• How to Optimize your Trading Strategy
• Importance of Slippage Handling and other Transaction Cost Analysis

Building Multi timeframe strategies

• Building Non-Repainting Strategies
• Building Intra-Bar Execution Strategies (Limit Order)
• Understanding Multi timeframe Functions

Amibroker Alerts

• How to Send Alerts to Output Window
• How to Send Voice Alert
• How to Send Sound Alert
• How to Send Popup Alert
• How to Send Alerts to Smartphones using Push Bullet
• How to use AlertIF, Say, PopupWindow, SendEmail, Play sound function
• How to Configure Gmail SMTP and How to Install SSL Addon tool for sending Email Alerts using Amibroker
• How to use ParamTrigger & Param Toggle Function and what are the core differences between the two.
• How to use Javascript, VB Script inside Amibroker AFL

Amibroker Optimization Techniques

• What is Optimization? and How to Perform Optimization?
• Exhaustive Optimization Vs Smart Optimization
• Smart Optimizers SPSO, TRIBES, CMA-ES
• What is Curve Fitting and How to Avoid Curve Fitting
• What is Walk Forward Testing? and the Importance of Walk Forward Testing
• Monte-Carlo simulation for Strategy Validation

Basic Automation and Algorithmic Trading

• What is API?
• How to Create API from Algomojo
• What is Algomojo (Web Based Algo Trading Platform)
• How to Send Automated Orders using Broker API
• How the Orders form Amibroker is sent via Broker API to Exchange
• Amibroker Configuration Settings for Automated Trading
• Video Links to Learn more about Algomojo Free API

Building Graphical Dashboards

• Amibroker Low-Level GFX Functions
• How to use the Set the font, Set the GFX background mode
• How to use GFX Pen, Brush
• How to understand co-ordinates
• How to draw a Dashboard with Profit and Loss
• Difference between Last value and Selected Value Function
• Using the Status function to retrieve the pixel width and height

Amibroker Advanced Looping

• Difference between Barcount and Barindex
• What is Quick AFL? How to turn off Quick AFL
• Introduction to Advanced Looping
• How to plot trailing stop using the Advance loop method
• How to use Advance looping to plot Supertrend
• Different Phases & Flags used in Advance looping to plot the Supertrend trailing stoploss

Debugging Amibroker AFL

• How to apply trace & tracef functions
• How to use Amibroker AFL Debugger
• Debugging Settings, Settings Breakpoints & Watching Variables
• File Operations in Amibroker
• Reading CSV,TXT files data using Amibroker
• Exporting CSV,TXT files data from Amibroker Database

Amibroker Advanced Functionalities

• Understanding Scalein and Scalout
• How to Implement pyramiding strategies
• Introduction to Rotational Trading Strategies
• Understanding Custom Backtesting Methodologies
• Best Trading & Coding Practices

Quantzilla Execution Strategies - Part-1

• What is Quant Trading?
• How Amibroker can be used for Automated Trading
• Trading Logic Vs Execution Logic
• Understanding the API Functions & API Documentation
• Testing the API using Postman
• Building your First Execution Module

Quantzilla Execution Strategies - Part-2

• Creating a Positional Trading System + Execution Module using Amibroker
• How to Read the Position Book and Bring Intelligence in Execution Modules
• How to handle stoploss based trading in Execution Modules
• How to Squareoff the Positions automatically by reading the position book

Quantzilla Execution Strategies - Part-3

• Creating a Bracket Order & Cover Order Execution Modules
• Creating a Intraday Trading System with BO/CO Orders
• How to Create Bracket Order & Cover Order Trading Strategies.
• Implementing ExitAllOrders, ExitALLBoOrders, ExitAllCoOrders

Quantzilla Execution Strategies - Part-4

• Implementing Slicing of Orders in Amibroker for Large Orders
• Time-Based Execution
• Creating Execution Modules for Pair Trading Strategies
• Introduction to Slippages and Slippage Handling with Algos
• Strategy Optimization, Walk forward and Monte Carlo

Quantzilla Execution Strategies - Part-5

• Option Basic Terminologies
• Option Payoff Graph
• Options Pricing
• How to Send Option Orders using Futures/Spot Charts

Quantzilla Execution Strategies - Part-6

• Understanding Options Greek and Creating Live Option Greek Charts using Amibroker
• Designing a Hedge Futures using Amibroker and the importance of Hedged Futures
• Designing a Trading System that fires orders in options based on Futures charts

Quantzilla Execution Strategies - Part-7

• Understanding Vertical Spreads, Calendar & Diagonal Spreads
• Scalping the Spreads using Amibroker
• How to Create an Expiry Day Automated Scalping System using Amibroker.
• Designing Multi Legged Option Trading Strategies with Risk Management

Quantzilla Execution Strategies - Part-8

• Portfolio Trading Strategies and Implementing with Execution Modules
• How to select a Portfolio of stocks
• Evaluating portfolio & strategy performance
• Risk Management: Risk evaluation & mitigation, risk control systems
• Position Sizing & Kelly Criterion

Quantzilla Execution Strategies - Part-9

• How to Implement Straddle & Strangle using Amibroker
• What is an Options Trading Adjustment
• How to Implement Option Trading Adjustments
• Best Trading & Coding Practices

Quantzilla Execution Strategies - Part-10

• How to Backtest Pair Trading Strategies in Amibroker
• Introduction to Correlation & Co-Integration Functions
• Unit Root Testing
• Augmented Dickey-Fuller (ADF) Test

Mentor:-

Mr.Rajandran from Marketcalls

Learn from India’s leading Market Profile Mentor

He is a Full time trader and founder of Marketcalls, hugely interested in building timing models, algos,discretionary trading concepts and Trading Sentimental analysis.He now instructs users all over the world,from experienced traders,professional traders to individual traders.

Prerequisite for Quantzilla

• Certification course on Amibroker Basic

Complimentary Access

• Tradestudio 6 Months
• Previous and Current Recording session access For One Year
• Practical Approach to Amibroker Scanners and Exploration Course access worth of Rs.4000
• Introduction to Rotational Trading Worth of Rs.2000
• Mini Certification course on Algorithmic Trading Strategies Worth of Rs.2500
• Deep Introduction to Static Variables and Dynamic Variables