Discription :-

Backtest Wizard – Flagship Trading 2025 is a comprehensive quantitative trading course focused on backtesting, market analysis, portfolio construction, and systematic trading strategies using AmiBroker and ProRealTime. Whether you’re a beginner looking to learn backtesting or an experienced trader seeking to build robust trading systems, this course provides practical lessons, real-world examples, and proven workflows to help you make data-driven trading decisions.

What You’ll Get

• Lesson 01 ProScreener — 17.6 MB
• Lesson 02 AmiBroker Scan — 12.9 MB
• Lesson 03 AmiBroker Exploration — 47.1 MB
• Lesson 04 AmiBroker Backtest — 87.4 MB
• Lesson 05 AmiBroker Portfolio Backtest — 73.4 MB
• Lesson 06 Useful SetOptions AmiBroker — 85.2 MB
• Lesson 07 Creating Indicator in PRT — 33.2 MB
• Lesson 08 Creating Indicator AmiBroker — 26.6 MB
• Lesson 09 Market Direction with Bollinger Bands — 33.1 MB
• Lesson 10 Quantify Market Type using ROC & ATR — 39.9 MB
• Lesson 11 Scanning Sector PRT — 50.4 MB
• Lesson 12 Scanning Sector AmiBroker — 45.8 MB
• Lesson 13 Market Type Filter Impact on a Strategy — 50.9 MB
• Lesson 14 Short-Term Trading Strategy Ideas — 46.0 MB
• Lesson 15 Swing Trading Setups and Explorer — 62.9 MB
• Lesson 16 Creating a Composite Ticker in AmiBroker — 42.6 MB
• Lesson 17 Creating a Portfolio of NDX Momentum Stocks — 304.8 MB
• Lesson 18 Further Analysis of Momentum Portfolios — 80.1 MB
• Lesson 19 Equity Bond Portfolio Weights — 64.3 MB
• Lesson 20 Momentum Portfolio with Bond ETFs — 24.7 MB
• Lesson 21 Sector ETF Rotation Strategies — 73.6 MB
• Lesson 22 Global Asset Allocation and AmiBroker Formula — 62.6 MB
• Lesson 23 Breakout Strategy AmiBroker Formulas — 34.5 MB
• Lesson 24 Candlestick Pattern Scanners — 59.2 MB
• Lesson 25 Recreate NCS Using AmiBroker — 28.2 MB
• Lesson 26 A Short Only Equity Strategy — 66.9 MB
• Lesson 27 MACD Trading Strategies — 6.8 MB
• Lesson 28 The Choppiness Indicator — 78.0 MB
• Lesson 29 Analysing a Stock with a Relative Strength Indicator — 132.3 MB
• Lesson 30 A Simple Tool for Analysing Volume — 64.6 MB
• Lesson 31 AmiBroker Explorer Connor Research — 31.8 MB
• Composite Indicator SPY Strategy.mp4 — 42.6 MB
• Thank you for purchasing the course.pdf — 78 KB

FAQ :-

Here are 5 FAQs built purely around the real pre-purchase doubts people search for Backtest Wizard – Flagship Trading Strategies — written fresh, own words:

1. “Can I trust a backtested strategy to actually work in live markets?”
This is the single biggest doubt around any backtesting course, and it’s a legitimate one. A backtest only proves a strategy worked on past data — it doesn’t account for slippage, changing market conditions, or your own emotional discipline once real money is on the line. The value of learning proper backtesting isn’t a guarantee of future performance; it’s filtering out strategies that never had an edge in the first place, before you risk capital finding that out the hard way.

2. “How much Python do I actually need to know before starting?”
This is worth clarifying before buying, since “Python-based” can sound intimidating. You don’t need prior programming experience, but you should go in expecting to learn real coding fundamentals alongside the trading concepts — if you’re hoping for a no-code, drag-and-drop backtesting tool instead, this specific course isn’t built that way.

3. “Is this course better for someone building one strategy, or a whole trading business?”
This depends on your goal, and it’s worth being honest with yourself about which one you actually want. If you just want to validate a single strategy idea, a narrower backtesting tutorial might be faster. A structured course like this makes more sense if you want a repeatable system — the ability to build, test, and refine multiple strategies over time, not just check one idea.

4. “Will backtesting actually stop me from losing money, or is that overpromised?”
It’s overpromised if framed as a guarantee — no amount of historical testing eliminates real trading risk, especially the psychological side of executing a strategy live. What backtesting realistically does is reduce the number of untested, low-probability strategies you’d otherwise risk real capital learning were flawed, which is a meaningful edge, just not a safety net.

5. “How is ‘systematic trading’ different from just having trading rules I follow?”
The difference is validation, not just structure. Plenty of traders have personal rules they follow, but systematic trading specifically means those rules have been tested against historical data to see how they actually would have performed — turning a gut-feel rule (“I sell when it looks overbought”) into something with measurable statistics behind it (win rate, drawdown, expectancy) before you trade it live.

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