Learn how easy it is to build automated trading strategies using Build Alpha's point
and click interface. No programming necessary.
Video
Setting up code in NT8
End-to-end example exporting and running NT8 code
My Results Don't Match
Quick video to debug any settings causing discrepancy
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://www.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 Ninjatrader
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
Importing Custom Data
How to import custom data into Build Alpha for testing
