Tag Archives: Back-Testing

Trading strategy back-testing nuts & bolts

Experience-sharing:  Going through some tedious work trying to get my head around various currency futures contracts, correlation with spot products and making sure I am using all the data correctly in back-testing and optimizations. Comments on TradeStation’s ‘Portfolio Maestro’ product … Continue reading

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Analyzing entries from systematic trading strategy

Today I analyzed 4 major instruments on the 4-hour and daily timeframe and compared hypothetical entries taken by a coded trading strategy with what I would have considered if I had been trading the same market on a discretionary basis. … Continue reading

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Recent Jump to EasyLanguage coding

Holidaying in Paris (hunting street-art) on a two week break from the markets. That said, here is an update of what has been happening on my trading front.  

Posted in Testing, Trend-Following Strategy | Tagged , , , , , , , | 5 Comments