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

2065 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

2224 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

2286 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

2527 days ago