StrategyQuant Success Story - a "perfect" forex portfolio
This article will be about a StrategyQuant success story. The title is a little exaggeration, of course there is no such thing as perfect portfolio, but in this article I'll present one that is close :-)
Strategy Building Process - Building a profitable emini strategy for ES / TF / EMD)
In this article I'll explain the complete step-by-step process of building a profitable, robust strategy for ES (E-mini S&P 500 Futures), including multiple steps of different robustness tests.
What-If scenarios of your trading
What-If scenarios is a feature in EA Analyzer that allows you to test various hypothesis of trading your strategy. You can find how different scenarios would improve or damage your strategy performance.
What is Monte Carlo analysis and why you should use it?
Monte Carlo analysis (or simulation) is a technique that can help you estimate the risk and profitability of your trading strategy more realistically. Read how you can use it on your existing account statements or MT4 backtests.
Strategy building process - Building profitable EURUSD strategy
In this article I'll explain the complete step-by-step process of building profitable, robust strategy for EURUSD, including multiple steps of different robustness tests. When using machine learning techniques such as genetic programming the most important part of strategy building process is testing strategy for robustness to ensure that it is not curve-fitted to historical data.
Getting started with StrategyQuant - practical example
Let's say we want to develop new trading strategy for EURUSD.
Inputs - With StrategyQuant we don't need to define exact trading rules - we can let the program find the best entries and exits. We’ll only define which blocks the strategy should consist of (indicators, price data, operators, etc.) in Step 2.
Robustness tests and analysis
Curve-fitting strategy to the historical data is the biggest danger of startegies generated using any machine learning process. In this article you'll lear techniques to verify your strategy for curve fitting.