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所在平台: Udemy |
课程主页: https://www.udemy.com/course/algorithmic-trading-with-multichartsnet-essentials/
课程评论:没有评论
**课程名称:** 量化交易:MultiCharts / (.NET) 基础 **课程概述:** 本课程旨在教授学员如何使用 MultiCharts 和 MultiCharts .NET 平台实现交易策略自动化。课程将从平台许可和初次启动时的自定义设置入手,并探讨选择不同平台(MultiCharts vs. MultiCharts .NET)的理由。 **核心内容:** * **Quote Manager:** 介绍如何管理交易品种、交易所定义、模板、会话定义和数据源。重点讲解如何自动化导入大量交易品种,特别是在使用 Portfolio Trader 和处理大量证券(如 SP500 成分股)时。 * **策略开发:** 教授使用 Power Language 和 C#/.NET 进行交易策略开发。课程将共同开发一个简单的策略/信号对象,并分别用 Power Language 和 MultiCharts .NET(利用其面向对象框架)实现。 * **策略运行与自动化:** 讲解如何运行和自动化策略/信号,包括图表转为自动交易的关键设置、模拟/真实交易账户配置、数据源和证券属性设置。强调在数据源和交易执行券商不一致时,工具映射的重要性。 * **参数优化:** 介绍参数优化的基础知识,包括暴力搜索和遗传搜索两种方式的普通优化和前向优化。课程将分析优化结果,并应用“最佳情况”参数设置。 * **Portfolio Trader:** 简要介绍 MultiCharts 的 Portfolio Trader 功能,用于在一篮子交易品种上应用一个或多个信号并实现交易自动化。 **学习目标:** 完成本课程后,学员将能够: * 熟练使用 MultiCharts 和 MultiCharts .NET 平台。 * 掌握交易品种和数据源的管理。 * 独立开发和实现交易策略。 * 高效地运行和自动化交易策略。 * 理解并应用参数优化技术。 * 了解 Portfolio Trader 的基本功能。
Learn the basics of trading strategy automation with Multicharts and Multicharts NET. First, license the platform(s), then various customizable settings during first start, and a few ideas on why would you choose one platform or another (Multicharts, vs Multicharts NET). We present Quote Manager, where you keep track of your instruments, and exchange definitions and templates, session definitions, and data sources. This is also the place one can automate onboarding lists of large numbers of instruments, especially useful when working intensively with Portfolio Trader and large numbers of tickers (such as running strategies on the full SP500 list of stocks). Learn the basics of strategy development in both Power Language and c#/NET. To this point, we develop together a simple strategy/signal object drawing inspiration from built-in signals, first in Power Language, then we translate the same logic into Multicharts NET, which has its own OOP development framework. Learn how to run and automate strategies/signals - the various settings important for switching a chart to auto-trading, setup broker profiles (real or paper), data sources and symbol properties. Instrument mapping is of great importance in the instance where you might use a data source different from the order execution broker.Learn the basics of parameter optimization and walk-forward optimization, both with brute-force and genetic search. We analyze optimization results, and apply "best-case" parameter settings. We touch base on Portfolio Trader, which is Multicharts' way of applying a signal (or more) and doing trading-automation across a basket of instruments.