AmiBroker Introductory and Advanced Courses by Trading Markets

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You have trading ideas. What you need is a reliable way to turn those ideas into rules, test those rules across history, and generate tomorrow’s signals with confidence. AmiBroker Introductory and Advanced Courses by Trading Markets deliver precisely that: a complete, practice-oriented pathway—taught by Connors Research Director of Research Matt Radtke—that takes you from first script to portfolio-level backtests and production-ready signal generation.

Overview this course

This bundle combines two complementary programs—Introductory and Advanced—so you build skill in a logical sequence. You begin with core AmiBroker concepts (charts, scans, explorations, and backtests) and a small but powerful set of AFL (AmiBroker Formula Language) constructs. Within hours you’ll be writing your own rules, validating results, and producing next-day signals. Then you progress to advanced analysis: multi-market portfolio tests, strategy logic with limit orders and stops, scaling and hedging, and performance reporting that mirrors professional workflows.

The learning model is straightforward:

• Watch & do: recorded instruction (≈6 hours for the Introductory course) with structured “pause-and-code” breakouts so you practice while you learn.

• Use real templates: starter AFL blueprints you can adapt, not blank screens.

• Verify correctness: side-by-side runs to check your code versus a reference implementation.

• Ship outputs: generate daily signals for a complete, published strategy (you’ll receive the ConnorsRSI Selective Strategy guidebook and AFL).

Across both courses, you’ll also learn the critical data decisions behind credible research—survivorship bias, delisteds, historically adjusted data, and database performance—so your results are meaningful, not mirages.

Why should you choose this course?

Most backtesting tutorials teach a feature tour; this training teaches a research process:

• Edge before aesthetics. You’ll focus on the small set of AFL tools that matter most for hypothesis testing, not on cosmetic chart tricks.

• From chart to scan to signal. Each concept ends in an executable step—scan, explore, backtest, optimize—so you always know “what to click next.”

• Data literacy built-in. Learn to choose and structure data (e.g., Norgate, CSI, TeleChart, Yahoo), incorporate delisted symbols, and avoid survivorship bias.

• Error-proofing culture. You’ll practice spotting the mistakes that ruin most amateur tests (look-ahead, wrong price assumptions, assignment vs. equality, misuse of IIf), then design guardrails to prevent them.

• Production mindset. The courses emphasize daily-use outputs—watchlists, parameterized studies, signal files—so your research can drive real decisions.

• Instructor pedigree. Matt Radtke combines 25+ years of software engineering with years of quantitative trading research at Connors Research; his superpower is making programming approachable without dumbing it down.

If you want to stop guessing and start measuring, this bundle gives you the shortest path from idea to evidence.

What You’ll Learn

The bundle is structured so each block of skill becomes the foundation for the next. Expect short explanations, clear code, and immediate hands-on practice.

Part 1 — Introductory Course: from zero to daily signals

AmiBroker in practice (not theory)

• Interface & workflow: Charting essentials, the Auto Analysis window (your “home base” for Scan / Explore / Backtest / Optimize), preferences, and help resources.

• Data foundations: How to connect reliable data sources (e.g., Norgate, CSI, TeleChart, Yahoo), evaluate historically adjusted prices, include delisted securities, handle index constituents, manage watch lists and groups, and balance database speed with coverage.

AFL fundamentals that get real work done

• Templates & environment: Using the built-in editor, the AFL help system, and a robust starter template with SetOption to control test behavior.

• Core variables: Open, High, Low, Close, Volume, OpenInterest, plus trading signals Buy, Sell, Short, Cover.

• Arrays & references: Why almost everything in AFL is an array; using Ref() to look back/forward responsibly, and MA() for moving averages.

• Scanning quickly: Implement basic Buy/Sell logic, run a Scan to list candidates, and understand how scan timeframes interact with your rules.

Explorations: data you can see and export

• Tabular outputs: Build Explorations with Filter and AddColumn() to present ranked lists, threshold flags, and debug values.

• De-dup & clarity: Use ExRem() to remove overlapping signals and produce clean, actionable tables.

• Exports: Send results to CSV for spreadsheets or downstream tools.

Custom indicators on charts

• Plotting & parameters: Draw custom series with Plot(), create user-adjustable inputs via Param()—and organize them in the AmiBrokerFormulas\Custom directory.

• Practice build: Add ConnorsRSI and Historical Volatility as custom indicators and overlay them on your charts.

Backtesting the right way

• How a backtest works: Date ranges, watchlists, and settings for single-symbol vs. portfolio tests.

• Result reading: Trade lists, summary stats, and how to interpret equity curves without overfitting.

• Troubleshooting: Use Scan/Explore to validate signal timing and prices when results look “too good.”

• Exercise: Program the ConnorsRSI Selective Strategy (or load the provided AFL), run a backtest, and produce next-day signals.

Pitfalls—and how to avoid them

• Look-ahead bias: referencing tomorrow’s data today.

• Wrong fills: confusing next-bar open vs. close; using unavailable prices.

• Syntax traps: = (assignment) vs. == (equality), IIf() vs. If().

• Constraints: MaxPositions, position sizing assumptions, and realistic slippage/commissions.

Part 2 — Advanced Course: portfolio-grade research & execution logic

From rules to robust strategies

• Portfolio-level testing: Run All Trades versus Portfolio backtests; understand position ranking, allocation, and capital usage across symbols.

• Orders & execution nuance: Model limit orders, stops, and profit targets; compare single-shot entries with scale-ins/scale-outs and learn when each improves expectancy.

• Hedging & overlays: Add hedges (e.g., index or volatility proxies) and evaluate how they change drawdown, volatility, and correlation.

Optimization & parameter discipline

• Parameters to test: Choose ranges that make sense; avoid micro-tuning noise.

• Reporting: Read optimization tables and surfaces; learn to prefer broad plateaus over sharp peaks.

• Validation flow: Keep out-of-sample periods and refrain from introducing future knowledge. (You’ll practice sanity checks that professional desks insist on.)

Advanced scanning & explorations

• Multi-condition screens: Combine ranking rules, exclusions, and time-of-day/seasonality filters.

• Rich tables: Build dashboards that show entry criteria, stop/target levels, and context metrics—all from one Exploration.

Production outputs

• Reusable modules: Parameterized functions for entries, exits, risk, and ranking.

• Signal pipelines: Generate daily files by watchlist or strategy, ready for your brokerage workflow or execution scripts.

Instructor & research ethos

• Matt Radtke brings decades of engineering rigor to quantitative trading. Under his guidance at Connors Research, strategies are designed to be original, quantified, and historically validated across regimes—an approach you’ll emulate in your own lab.

Educational use only. The courses teach research and signal-generation techniques; they do not constitute investment advice. You remain responsible for all trading decisions and risk.

Who Should Take This Course?

1. New AmiBroker users who want to go from “I have an idea” to “I have tested results and tomorrow’s signals” in hours, not months.

2. Self-taught coders who can chart and scan but want clean, portfolio-level backtests and reliable execution modeling.

3. System traders & quants who value transparent, reproducible research with explicit data policies (delisteds, survivorship, adjusted history).

4. Discretionary traders seeking objective screens to complement their read of the tape.

5. Educators & team leads who need a structured curriculum and templates to standardize research across a group.

If you want to build strategies you can explain, test, and trust, you are the audience this bundle was designed for.

Conclusion

Great trading comes from measurable hypotheses, correct data, and repeatable code. The AmiBroker Introductory and Advanced Courses by Trading Markets give you all three—plus a professional teaching style that gets you building immediately. You’ll leave with the ability to write custom indicators, scan and explore markets efficiently, backtest strategies credibly, and generate daily signals for live decision-making—then extend those skills to multi-symbol portfolios with realistic order logic, sizing, and risk.

Open the editor, load a template, and convert your next idea into a tested strategy that’s ready to run.

Start today and turn your best trading ideas into evidence-based systems you can execute with confidence.