Our Products
Code Development
Features
- Automated database updater for Norgate data services
- Automated symbol updater
- Integrated into cloud services and automated strategy generations
About
Umbra, Latin for shadow, is an automated data updater which works quietly in the background with Premium Data from Norgate Investor Services. Premium Data is known for its data integrity and is highly recommended as an end of day data provider for Amibroker software. In order to avoid false signals, the database needs to be updated after Premium Data's servers are updated for the day. Umbra, in conjunction with Window's built in Task Scheduler, updates the data at the appropriate time. One less task which needs attention!
Strategy Optimization
Features
- Automated optimization plugin
- Various detailed analysis reports
- Eases optimization workflow
About
Velos complements Amibroker technical analysis software by giving the user the ability to optimize and walk forward optimize multiple symbols or strategies separately in one swoop. Amibroker allows the user to optimize a portfolio of stocks, such as the SP500, Velos allows the optimization and output of statistics of each single stocks on the fly. That data includes all the built in statistics from the Amibroker backtester report as well user created statistics and for each optimized variable for any given optimization period. Not only is this highly efficient, it is a big time saver as well.
Strategy development should go through a series of logical steps. One such process could be:
- Conceptualize and formulate trading strategy
- Specify trading rules in an objective and computer testable form
- Do a preliminary form of testing
- Optimize the trading strategy
- Evaluate the robustness of the strategy as well as its predictive ability
- Run a Monte Carlo simulation
- Refine Positionsize
- Trade the strategy in real time
- Monitor the performance and make sure the results agree with the historical simulation.
- Improve and refine the strategy.
Compatibility:
Velos 1.0 is compatible with AmiBroker 5.9 and later, both 64- and 32-bit versions. While every effort is made to keep up with changes to AmiBroker, compatibility with beta versions is not guaranteed.