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Walk forward test

Posted by on 4:39 pm in Featured | 0 comments

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 results in live trading. One could expect that the models will perform in...

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Best model selection

Posted by on 2:38 pm in Featured | 0 comments

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 not relate to the number of winning trades. For instance, the strategy...

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Predictors and indicators

Posted by on 5:27 pm in Featured | 0 comments

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 very similar in display to indicators, are much more elaborate algorithms...

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Recurrence of results

Posted by on 2:04 pm in Featured | 0 comments

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 supplied with trading platforms. All computers operate on finite...

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Optimal market depth

Posted by on 5:32 am in Featured | 0 comments

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 forecasting performance. As with humans, algorithms have only one way...

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Profit percent on radar view

Posted by on 4:38 pm in Uncategorised | 0 comments

Q: When I use the Radar-Calculate buttons to scan a group of stocks, a table named “Portfolio Optimizer” will appear. In this table, one algorithm is assigned to each stock. However, the Profit % related to each stock is zero. Judging from the list of algorithms alone, with no information on the Profit %, how do I know which stock is the best performer? A: Radar screen should be manually calculated to display actual up to date values for every symbol in your portfolio. Use “Calculate” button above radar view to start calculation. If...

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Missing values in indicators

Posted by on 6:33 pm in Uncategorised | 0 comments

Q: In some cases, indicators have some points missing or are completely void. Does it mean that system does not work? A: We offer the full-fledged expert system in market forecasting. Unlike the vast majority of simple technical indicators, it makes very complicated market modeling to produce expert inference on the future market trends. As any real expert, out technology cannot always have the exact opinion on the market trend. In some cases, it may have just not enough data for that. Then the user is responsible to provide more market depth...

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Purpose of technical indicators

Posted by on 9:37 am in Uncategorised | 0 comments

Q: What is the main purpose of using the indicators? Are they just for visual display? If I press the Expert Advisor button, will the indicators on display be put into the subsequent calculation process and affect the result? A: In contrast to forecasting algorithms, which pretend using historical data about a time series to foresee its future behavior, technical indicators typically depict some aggregated characteristics of a time series in the past. Even despite these patterns might be looking attractive in terms of predicting the future...

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Indicators in multiple windows

Posted by on 4:35 pm in Uncategorised | 0 comments

Q: When I insert moving averages into a price chart, they appear together with the price curve (in candlesticks form); that is OK. However, when I insert oscillators, they appear at the lower part of the same chart (not in separate windows), making the upper part (price curve + moving averages) highly compressed and illegible. Can I display oscillators in separate chart/window below the price chart to leave more space for the latter? A: On the chart ribbon find “Indicator” group. Use it to manage indicators. Select from up to four...

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Futures, Forex and Equities Trading Strategies on Your Favorite Dealing Platform.

Posted by on 4:04 pm in Uncategorised | 0 comments

Futures, Forex and Equities Trading Strategies on Your Favorite Dealing Platform.

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