Walk forward is a sliding windows validation process which cuts your backtesting period into smaller In Sample and Out of Sample period say...
A little bit on curve fit in backtesting. Since a lot of people here shouts curve fit on every computer generated strategy. For any given...
PlsNoBull Please see the attached file.
Cool comrade, Thats a beautifull equity curve.
yeah, comission is a big cost of my average trade profit, but backtest shows me profitable, last 2 mths live proves it. Surely other ppl here on...
Well, its backtested with over 5000 trades in 6 years, trade at least 10 rt per day now. It would be hard to curve fit that no ? backtest...
I agree with NN and most non linear ML methods, but am currently trading live a system from a gp result. Doing quite well too, but offcourse I...
Hahaha no kidding, Look at his forex system performance http://www.myfxbook.com/members/fxgrowthbot/forex-growth-bot/71611 That'll no...
Hahaha. It's just that I feel the math toolbox that I'm using for trading is too simple. Got an urge to abstract away and build nice models.
Woo Wee, that's a mighty fine house, with sweet vintage cars. I admit if he invited me to come over there and talk about investments I...
Thanks for the input, My suspicions is confirmed then, I'll stick to linear Machine Learning for now.
Whats ur take on the paper by deustche bank in my first post ?
How long was the backtest period if your having to reoptimize so often. What was your Walk forward Analysis result ? I've been running for...
Well I am trading Live my very first system. :D Pretty good so far. So any stochastic calculus users or NN users here ?
Hi ETers, I'd like to review techniques relating to quantitative trading. 1. Stochastic Calculus I understand it's uses for assets and...
This, I have to agree. This aint your daddy cl anymore. Theres no more traditional PA trending move. Its bots vs bots
Generally you use R for finding patterns in the historical prices. One you found those patterns then code them in a language that is compatible...
Try using R or rapid miner to find patterns predating a trend.
Whut ?
Im typing from a tablet, pardon for the spelling error. yes, i can browse the current population, since my gp only does 1 generation every 5 mins....
Separate names with a comma.