Optimization of trading strategy: is there something wrong

What is a central question of all trading strategies is the optimization. However is there something wrong with the optimization or at least with our perception of optimization of trading strategies. I think there is something elusive here. I think that the main problem is t...Tags: ea, optimization, trading strategy, data mining

3998 days ago

Trading strategies: using computing simulation to maximize profits and to control risk

This is a free e-book from Larry C. Sanders from his website tradelabstrategies.com. On this discussion forum you can read an interesting discussion about it. Larry C. Sanders addresses the topics of probability, marble game and MonteCarlo simulation. He has also designed a software progra...Tags: monte carlo, risk control, trading systems, optimization

4023 days ago

Monte Carlo analysis for trading results for system risk control for real newbies

This an article that I wrote about Monte Carlo analysis of trading results for system risk control. Here I compiled the best ressourses I've found about this aspect of risk control of trading systems. I hope you will like it. The Monte Carclo analysis is applied for the risk cont...Tags: Monte Carlo, risk control, trading systems, optimization

3995 days ago

Reverse optimization and Walk Forward Testing

In this short blog post I want to revisit some concepts and to show you some new paths of investigation, I hope so. It is known to us at the expense of a lot of suffering and/or time (for many), that there is no holy grail indicator, system or EA (Expert Advisor), that will make money con...Tags: reverse optimization, walk forward testing, optimization, lyapunov exponent, chaos, oscillator

4156 days ago

Optimization results daily frame since 1996

Here I will show the optimization results on the daily time frame since November 1996 untill today. So here we see the combined performance of the system of all its possible parameters. As you know the basic parameter is the risk. As you can see on EURUSD on the daily frame the system has been ...Tags: asctrend, brain trend, ea, expert, optimization

4218 days ago

How Not to Fall into Optimization Traps?

This is a very interesting article about the optimization of mt4 experts.Tags: optimization, experts, mt4

4447 days ago

Parameters optimization: traditional way.

Well traditionally we use two general ways to test an expert. 1. We find a training window and we train (optimize) the expert on this window. 2. We hope that the optimized parameters would work on the test window. 3. When we do it for enough nimbers of train and test window we hope that at the...Tags: optimization, parameters, expert

4459 days ago

Optimization Horizons: system and algorithmic trading

"When you really believe that trading is simply a probability game, concepts like "right and wrong" or "win and loose" no longer have the same significance. As a result, your expectations will be in harmony with the possibilities." Mark Douglas from trading in the zone This group is about the n...Tags: optimization

3988 days ago