optimization

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Michael Kucks
Last seen: 5 days 3 hours ago
Joined: 05/27/2015 - 10:07
AV arrays during Optimization

V# variables are great tools and absolutely indispensable for Trade Systems and Backtesting and Optimizations. But to have access to historical values of V# variables I need to create User Variable Arrays (AV arrays). Then I can use those historical values in my coding of the trade system (AV.1 or AV.2 or REF(AV,func)). This has proved very useful.

Trading System Part 1: Idea: Formulate a Strategy

Idea: Formulating A Strategy

This video discusses the "brainstorming" phase of developing a trading system and is the first in a series of videos on Investor/RT's back-testing and trading system capability, as well as optimization.

Systems - Trade The Price Swings

The system detailed below is discussed in the article "Trade The Price Swings" by Barbara Star, Ph. D, in the December 2003 issue of Technical Analysis of Stocks and Commodities Magazine.