TRADING SYSTEM MENTOR COURSE
COURSE OUTLINE
Section 1 - Module 1: Getting Started
Mentor Communication and Site Navigation
Data
Software
Good Trading Is Effortless

Section 1 - Module 2: Data Setup
The Importance of Quality Data
Premium Data Installation

Section 1 - Module 3: AmiBroker Setup
Working with Windows
Working with Layouts
Working with Charts
System Preferences
Customisation

Section 1 - Module 4: Working with Data within AmiBroker
Symbols
Watchlists and Favourites
Mentor Check-in

Section 2 - Module 5: Introduction to Coding AmiBroker Formula Language (AFL)
Resources
AFL Support
Knowledge Base and Default Indicators

Section 2 - Module 6: Basic Concepts
How AFL Works - Part 1
How AFL Works - Part 2
Using the Formula Editor
Saving Your Files
AFL Editing
Common Inbuilt Functions

Section 2 - Module 7: Indicator Creation
Coding a Moving Average Indicator
Coding a Volume Indicator
Coding an Advanced Volume Indicator

Quiz #1
Task: Coding an RSI
Task: Coding an ATR
Task: Coding the Guppy MMA

Section 2 - Module 8: Explorations
AmiBroker Analyser
Explorations, Scans and Settings
Coding a Price Increase on High Volume
Coding a New 50 Day High

Quiz #2
Task: Adding Columns
Task: Coding an RSI Exploration

Section 2 - Module 9: Basic System Creation Part 1 - Moving Average Crossover
Introduction
Entry and Exit Signal Code
Exploration and Chart Plotting Code
Backtesting and Position Sizing Code
Video Summary
A Word On Post-Dictive Errors

Quiz #3
Task: Shape Plotting
Task: Backtesting Options

Section 2 - Module 10: Basic System Creation Part 2 - RSI Momentum System
Introduction
Entry and Exit Signal Code
Exploration and Chart Plotting Code
The Interpretation Window
Video Summary

Quiz #4
Task: Interpretation Window

Section 2 - Module 11: Full System Coding Part 1 – Filters
Introduction
Price Filters
Liquidity Filters: Volume and Turnover
Index and Universe Filters

Quiz #5

Section 2 - Module 12: Full System Coding Part 2 - Entries and Stop Losses
Coding Entries

Task: Coding Entries
Task: Coding Entries (Shortened Version)

Coding Exits
Task: Coding a Stop Loss

Section 2 - Module 13: Full System Coding Part 3 – Looping
Introduction, Constructs and Braces
Looping - Buy & Sell Variables
Looping - Trailing Stop
Looping - Extending Beyond Trigger Bar
Looping - Bar Counter
Looping - Breakeven Stop
Looping - Scaling In and Out
Looping - Common Syntax Errors

Task: Looping #1
Task: Looping #2
Task: Looping #3

Section 2 - Module 14: Full System Coding Part 4 - Explorations Extension
Adding System Components Part 1
Adding System Components Part 2
Adding System Components Part 3

Quiz #6

Section 2 - Module 15: Full System Coding Part 5 – Charting
Chart Plotting
Adding Overlays
Code Checking

Quiz #7
Task: Shape Constants

Section 2 - Module 16: Full System Coding Part 6 – Debugging
Interpretation Window
Bar Replay
Log Window
Trace Function

Task: Trace Function
Exploration Debugging

Section 2 - Module 17: Full System Coding Part 7 – Backtesting
Settings
Position Sizing
Backtest Report
System Completion

Quiz #8

Section 2 - Module 18: Full System Coding Part 8 - Monte Carlo
Monte Carlo Coding
Delisted Stocks
Historical Constituents
Optimisation
Walk Forward

Quiz #9

Section 3 - Module 19: Introduction to Trading Systems
What is a Trading System?
Types of Trading Systems
Types of Market Systems

Section 3 - Module 20: Systematic Trading Styles
The Key Idea
Absolute Momentum / Trend Following
Relative Momentum / Rotational
Mean Reversion
Swing
Pattern Recognition
Seasonal
Volatility
Market Neutral / Pairs
Event Driven

Task: Entry Mind Map
Task: Your Key Idea

Section 3 - Module 21: Developmental Framework
Introduction
Market Environments
Time Frames
Instruments
Leverage
Brokers, Commission & Technology

Quiz #10
Task: Framework Facilitation

Section 3 - Module 22: Expectancy
Definition and Components
The Expectancy Curve
Trade Frequency

Section 3 - Module 23: Position Sizing and Profit Maximisation
Introduction

Task: Coin Flip
Quiz #11
Three Position Sizing Models
Three Profit Maximisation Models
Quiz #12

Section 3 - Module 24: Robustness, System Biases and Errors
Robustness
Data Mining vs Snooping, Dredging & Fishing

Quiz #13
Curve Fitting and Optimisation
Survivorship and Sample Bias
Selection Bias
Start Date Dependency
Postdictive Errors
Quiz #14
Task: Postdictive Errors
Task: Selection Bias
Task: Rule Validation

Section 3 - Module 25: Backtesting and Stress Testing
Hypothesis Generation vs. Hypothesis Testing
In Sample and Out Of Sample Data
Single Run vs. Monte Carlo
Batch Optimisation
Walk Forward Optimisation
Running A Backtest
Randomising Trade Selection Within Sequence
Randomising Trade Sequence (Boostrapping)
Increasing Signal Variance
Increasing Data Variance

Quiz #15

Section 3 - Module 26: Performance Metrics and Assessment
Basic Performance Metrics
Rolling Window Analysis
Looking Inside Your System
Is My System Broken?
Monitoring System Health

Task: Optimisation

Section 4 - Module 27: Practical
Introduction
Trading System Inventory
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Task: Trading System Design
Task: Trading System Build + AFL Templates
Task: Trading System Test
Task: Walk Forward Trading
How to Apply

​​​​​​​Due to the nature of the one-on-one mentoring and the sizable investment of time by the mentors, the Trading System Mentor Course is only available by invitation and after a successful application has been lodged. To assess your compatibility you will be required to fill out a brief questionnaire and return via email. Insert your email address to receive the questionnaire. ​​​​​​​

Yes, I'm interested. Send me the questionnaire

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Trading System Mentor Course FAQs

All content available on this website, www.nickradge.com (this “Website”), is general in nature, not directed or tailored to any particular person, and is for informational purposes only.  Neither the Website nor any of its content is offered as investment advice and should not be deemed as investment advice or an offer, solicitation, or recommendation to purchase or sell any specific security.  The information contained on the Website reflects the opinions and projections of the authors of the Website (the “Authors”), which are subject to change without notice at any time.  The Authors do not represent that any opinion or projection will be realized.  Neither the Authors nor any of their affiliates represent that the information presented on this Website is accurate, current, or complete, and such information is subject to change without notice.  Past performance is not a guarantee of future results.  Authors may own the stocks they highlight or discuss and, in fact, do own the stocks contained in the Premium Portfolio.

IMPORTANT INFORMATION

Commodity Futures Trading Commission (CFTC) Rule 4.41

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

This brief statement cannot disclose all of the risks and other significant aspects of securities and derivatives markets.

© Nick Radge 2019   |   AFSL 288200

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