Walk forward test

Posted by on Jan 15, 2015 in Featured

Walk forward test

Q: We all know that future performance does not resemble past performance. If I have found a good trading model for a stock, should I perform some walk forward test? If yes, how can I reserve some price data (which has never been seen by the model) for the walk forward test? Technically, how can I conduct the test? A: Our models are purely statistical. We took every care to avoid any chance of using forward info or any other technique, which could compromise optimization...

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Best model selection

Posted by on Nov 10, 2014 in Featured

Best model selection

Q: I am not sure about the proper means to assess the quality of a trading model (algorithm plus trading strategy) for a given stock. Is it purely based on the Performance Report? So, the model giving the highest % of winning trades and highest net profit should be the best? However, in most cases, the Expert Advisor does not give the best trading model in terms of performance report – why is that so? A: Expert advisor selects the model with the best net profit. It does...

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Predictors and indicators

Posted by on Sep 3, 2014 in Featured

Predictors and indicators

Q: Some algorithms in user guide are referred as predictors, others – as indictors. What is the difference between these two kinds of algorithms in trading usage? A: We offer classical indicator style algorithms intended as the analysis tool for historical data and as an auxiliary supplement in building custom strategies by the user. Indicators are very similar in their usage to the standard technical indicators common in most trading platforms. Predictors, even though...

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Recurrence of results

Posted by on Apr 21, 2014 in Featured

Recurrence of results

Q: We run your system several times on the same or slightly changed input data and obtain the results, which do not match exactly in each case. Does it mean that the results are unstable and not trustworthy? A: Our expert system contains very complex forecasting algorithms. It includes wavelet regressions, neural networks, complex statistical optimizers and nonlinear filters. These technologies involve calculations thousands times exceeding in volumes all typical indicators...

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Optimal market depth

Posted by on Feb 18, 2014 in Featured

Optimal market depth

Q: User manual gives special table of allowed input lengths for each algorithm. Why different algorithms require different length of input data? How we can choose this length optimally in each case to achieve the best performance? A: We offer algorithms of different complexity levels. Simple algorithms typically work well on very short input data. However, many algorithms are adaptive. It means that they automatically adjust their settings based on input data to achieve best...

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