I trade longer term mechanical trading systems exclusively on the ASX. I rarely look at daily charts and the systems are built using weekly timeframes. The information in this site is based on actual trades in real portfolios. I don't trade using margin or any sort of leverage. I mainly use Amibroker for system testing and trade monitoring. I am not selling anything. This is just a journal to record where I have been and, just maybe, where I am going.
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Have you read his book, Way of the Turtle? It seems he's gone full circle in life, in the sense that in the pre-Turtle day he started out programming trading systems and in recent years has become very involved with TradingBlox. He makes some insightful comments about optimisation and testing techniques in the book that the AmiBroker 3d charts would be helpful with. I also like some of his ideas around next-gen statistics for measuring system performance. Its early days for me in my "mechanical system" trading journey, but they're the sort of thing eventually I'd like to code up in AmiBroker.
I haven't read the book yet. I would be interested in his comments on system testing and optimisation. Some people say that they don't optimise, but they have to have some basis for choosing a variable value. Picking a value suggests that they have looked at a chart, fiddled with the values of an indicator and picked the one they liked the look of. It's a form of subjective optimisation.
I quite enjoy coding, although I am no trading genius - it's hard work for me. So enjoy your mechanical system trading journey. I found it very rewarding.
stevo
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