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Learn how easy it is to build automated trading strategies using Build Alpha's point and click interface. No programming necessary.

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New Interface Overview

A new look at the new Build Alpha

Saving and Loading Configurations

saving and loading configurations for easy testing

Introduction

This video goes over some basics for trading strategy development including positive expectancy and the law of large numbers

Performance Metrics and Fitness Functions

How to judge a trading system's performance

Sample Size and Fitness Functions Part2

Minimum Trades and Sample Sizing concerns

InterMarket Signals

What and how to use Intermarket Signals

InterMarket Signals Part2

Setting Up Intermarket Signals in TradeStation and MultiCharts

Selecting Exit Criteria

Going over possible exit choices and reasoning behind each

Exits Part 2

Searching multiple exit combinations in one simulation

Signal Exits

How to configure the signal exit options and what is a signal exit?

Test Configurations

How to set up the simulator and strategy generator

Continuous Simulation Mode

Continuous Simulation Mode explained. Run Build Alpha 'forever'.

Famaliarizing Yourself with the Output Window

How to view the results and sort them according to performance metric

Individual Equity Curves, Drawdowns, Benchmarks

Analyzing a visual representation of the backtest

Vs. Random Protecting Against Data Mining Bias

Build Alpha goes above and beyond preventing against data mining bias

Vs. Random and viewing simulation distributions

Comparing across performance metrics gives an idea of how robust the entire simulation was or if there were only a few lucky performers

E-Ratio (Edge Ratio)

My favorite performance measure and empirically defining edge

Monte Carlo Bands and VaR

Assigning probabilities to where your expectations should be over the next N trades

Monte Carlo Drawdown Analysis

A valuable tool to make sure you do not commit the trading sign of under sizing and capitalizing your strategy/portfolio

Monte Carlo Tests

A suite of Monte Carlo tests to check possible paths, random exits, and how drawdown scales with holding time. A check to see how robust your exit strategy is.

Variance Testing and Forward Simulating

Varying a strategy's win percentage can be an excellent test to how susceptible a strategy is to market changes. Are you comfortable with the possible outcomes if the strategy performs worse than your tests indicate?

Variance Testing Part2

A deeper dive into using the forward simulator and variance tests to get comfortable with a strategy's possibilities.

Robustness Testing

This suite of tools offers 5-6 new tests to look for hidden edges that might lurk in a trading system

Robustness Testing Part 2

Added Seasonality Equity Curve Breakdowns

Noise Test

Proprietary test to add/subtract noise to the underlying price data and then retest the trading system to see how performance changes as noise does.

Randomized Out of Sample and Seasonality Breakdown

Some hidden features to dig deeper into a trading system's performance. An advanced test to prevent against curve-fitting due to positive bias in the underlying data. https://buildalpha.com/randomized-out-of-sample/

Re Run Strategy with Adjustments

Change the market, dates, exits or even add rules all point and click

Add a Rule

Simple way to add a rule after the simulation is complete. Notice that a strategy does poorly on Monday? Remove Mondays.

Generating Tradeable Code

TradeStation, MultiCharts, MetaTrader4, Ninja Trader, and Python Code

Portfolio Features

Correlations, Mean Variance Optimization, and saving strategies you have built.

Importing Custom Strategies

Import strategies built outside Build Alpha for custom analysis and validation

Custom Rule/Indicator Builder

Custom feature that allows you to build custom indicators/rules to test and use for strategy creation. You can even improve upon existing Build Alpha signals.

Outlier Strategies

How to recognize a strong simulation vs. a strong individual result. Do not set expectations to an outlier strategy.

Monte Carlo Resample

Monte Carlo Resample test

Intraday Checks Test Part One

Intraday Checks is a test to see if we can squeeze a little more efficiency out of our trading systems.. part one

Intraday Checks Test Part Two

Intraday Checks Tests Continued...

Intraday Edge Explained

How to set up and test intraday edge strategies

Intraday Edge In TradeStation

How to set up Intraday Edge Strategies in TradeStation

Pro Real Time - Custom Signals

Pro Real Time - Import Strategy Code

Python Development Environment

Quick example showing how to conduct Python research inside BA

Python Basics

This is an intro video explaining the new Python environment inside Build Alpha

Python Example: Technical Analysis Library

How to call talib to create a simple RSI calculation

Python Example: Gaps

How to test gaps and understanding the order execution logic

Python Example: Sigma Scores

How to calculate sigma scores using Python

Python Example: Machine Learning with Sci-kit

Quick example using sci-kit learn library - Linear Regression

Dukascopy FREE data download

How to download and format Dukascopy data to use inside Build Alpha

Read In Custom Strategies From TradeStation

How to read in strategies from TradeStation Performance Report for Build Alpha analysis

NinjaTrader8 Import Code

How to import BA code into Ninjatrader 8 platform

Ensemble Set Up

Ensemble Set Up in Build Alpha

Ensembles in TradeStation/MultiCharts

How to set up ensemble strategies in TradeStation and MultiCharts

Ensembles in Ninjatrader

How to set up ensemble strategies in Ninjatrader8 (and 7)

Rebalance Strategies in TradeStation

Setting up rebalance strategies in Tradestation (no sound)

Rebalance Strategies in Ninajtrader

Setting up Rebalance Strategies in NT8

Rebalance Strategies in MetaTrader4

Setting up rebalance strategies in MT4

Hedging Strategies

How to create hedging strategies in Build Alpha

News and Holiday Signals

how to test and set up news and holiday signals

News and Holidays in TradeStation

Setting up news and holiday signals in TradeStation

News and Holidays in Ninjatrader

Setting up news and holiday strategies in NT8

News and Holidays in Metatrader4

Setting up news and holiday strategies in MT4

News and Holidays in Pro Real Time

Setting up news and holiday strategies in PRT

Optimization and Sensitivity Analysis

Parameter optimization and sensitivity analysis

Noise Test Parameter Optimization

Optimizing parameters across noise adjusted data series

Risk Disclosure

Futures And Forex Trading Contains Substantial Risk And Is Not For Every Investor. An Investor Could Potentially Lose All Or More Than The Initial Investment. Risk Capital Is Money That Can Be Lost Without Jeopardizing Ones Financial Security Or Life Style. Only Risk Capital Should Be Used For Trading And Only Those With Sufficient Risk Capital Should Consider Trading. Past Performance Is Not Necessarily Indicative Of Future Results.

Hypothetical Performance Disclaimer

Hypothetical Performance Results Have Many Inherent Limitations, Some Of Which Are Described Below. No Representation Is Being Made That Any Account Will Or Is Likely To Achieve Profits Or Losses Similar To Those Shown; In Fact, There Are Frequently Sharp Differences Between Hypothetical Performance Results And The Actual Results Subsequently Achieved By Any Particular Trading Program. One Of The Limitations Of Hypothetical Performance Results Is That They Are Generally Prepared With The Benefit Of Hindsight. In Addition, Hypothetical Trading Does Not Involve Financial Risk, And No Hypothetical Trading Record Can Completely Account For The Impact Of Financial Risk Of Actual Trading. For Example, The Ability To Withstand Losses Or To Adhere To A Particular Trading Program In Spite Of Trading Losses Are Material Points Which Can Also Adversely Affect Actual Trading Results. There Are Numerous Other Factors Related To The Markets In General Or To The Implementation Of Any Specific Trading Program Which Cannot Be Fully Accounted For In The Preparation Of Hypothetical Performance Results And All Which Can Adversely Affect Trading Results.

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Build Alpha

Build Alpha Automated Trading System Builder. Creates, tests, and codes algorithmic trading strategies with NO programming