Yes, this would be the next logical steps when you have some simple strategies that are profitable, but still not robust enough for trading. We're...
Some people asked me by PM for the source code of the mentioned lowpass filter, so here it is: inline var smoothF(int period) { return...
Yes, with "forward test" I meant method 1. Testing a system by trading it with real money has the obvious disadvantage that it takes a long time,...
I admit that I also don't really get the meaning of what you want to say. Do you think that automated strategies can not work? Or that they can...
It's 332 trades. It's a little hard to see in the plot because the scale is very small. But we have also run tests with several 1000 trades and...
This is the equity curve of the 9-lines lowpass filter system, using EUR/USD with the current spread, rollover, and slippage of FXCM: [img]...
That's a website by our Gamestudio group. We're attempting to develop trade systems that are more robust and based on better mathematics than the...
No, you don't. Just try it. No matter which time period you use and how deep you nest MA functions, they are always either less smooth or far more...
You misunderstand walk forward optimization. The last walk-forward step indeed generates the parameters for the actual trading, but the system...
I know of no totally "lag free" filter. The lowpass filter that I use, with a 1000 bars cutoff period (or cutoff frequency if you prefer), has a...
Walk-forward optimized systems are completely independent on initial conditions. That's just how a walk forward optimization works - the system...
Wow, a Gamestudio old timer on this forum. Yes, it's still around and came a long way - it's now even used for creating trade platforms, instead...
A standard lowpass filter has a frequency response that looks like a horizontal line that bends down at the cutoff frequency. You can see an...
Yes, but EMAs and SMAs have a very different filter response curve than a standard lowpass filter. They also lag. A 100 bar SMA has a 50 bar lag....
Yes, I optimized insofar as 1000 gave a better result than 500 and 2000, and looked better in the code. This strategy is not for trading, it was...
This is true, but the platform is free and the functions are not so high level but rather simple, so anyone can reproduce the results. The code...
It's 1-hour bars. The stop is neither at the stop price nor at the close of the bar, but is calculated from intra-bar ticks to be as realistic as...
It's in their API license. Downloading the price data is an API function and covered by the license.
From what I've heard, few people can make a living off automated trading. I certainly not, although my best strategy so far has 315% annual...
Ah, I feared that. I would indeed like to freely publish it on my website, but it seems that I'm restricted to 2009+ data in that case.
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