Trading Systems and Backtesting Video Series

  1. Signal Markers & Custom Indicators This video is a good prerequisite viewing for the trading system videos.
  2. Opening Range System This video documents how to create a trading system which enters when price breaks outside of opening range. (system definition - chart definition)
  3. Video Series: Fading the VWAP Bands A video series on "Fading the VWAP Bands: From Idea to Automation".
  4. Multiple Targets and/or Stops This video demonstrates how to create a system that exits at multiple target and/or stop levels, as well as how to move a stop (to breakeven) after an initial target is reached.
  5. Idea: Formulating A Strategy This video discusses the "brainstorming" phase of developing a trading system.
  6. Coding: Building The System - The Trading System Window This video discusses the building of the system signals and rules in the trading system window.
  7. Testing: Backtesting The System - The Backtest Setup Window This video discusses the different options in the backtest setup window and demonstrates an actual backtest.
  8. Debugging: Debugging Trading Systems and Verifying Results This video was made independently of the rest of this backtesting series, but is a good complement to the videos above. It goes through the complete development of another system and focuses on various ways to debug systems and verify results.
  9. Evaluation: Making Sense of the Reports - Trusting the Results This video covers the various reports that result from a backtest and discusses some different statistical results that the user should pay careful attention to.
  10. Refining: Buying More, Adding Targets & Stops This video adds some different twists to the trading system, including buying/shorting more, and adding profit targets.
  11. Optimization: Finding The Optimal Results This video demonstrates the optimization of several variables in a trading system.

Helpful Links

Trading System Q&A