A trading system development tutorial for AmiBroker

By Herman van den Bergen

Abstract / Introduction:

This tutorial was prepared in response to a post by Dimitris Tsokakis, on the AmiBroker Users list, in which he introduces the basic idea for a StoCCI system (see text on page 2).

The procedures used below reflect personal design philosophy and preferences. I do not use any commissions or interest in my calculations, if these play a role the system it is so weak that I discard it. You may or may not agree with my approach, either way I encourage you to express your opinion on the AmiBroker list. It is only through frank dialogue and criticism that we can improve our skills. Kindly report any errors or omissions to me privately: