Multiple Targets and/or Stops
This video demonstrates how to create a system that exits at multiple target and/or stop levels, as well as how to move a stop (to breakeven) after an initial target is reached.
This video demonstrates how to create a system that exits at multiple target and/or stop levels, as well as how to move a stop (to breakeven) after an initial target is reached.
This video is going to demonstrate how to create a trading system with a single entry but once you’ve been in a position to have multiple exits.
This video is going to highlight some ways you can debug a backtest or a trading system.
Optimization Finding the Optimal Combination
This video demonstrates the optimization of several variables in a trading system.
Refining Buying More Adding Targets and Stops
This video adds some different twists to the trading system, including buying/shorting more, and adding profit targets.
Evaluation Making Sense of Reports Trusting the Results
This video covers the various reports that result from a backtest and discusses some different statistical results that the user should pay careful attention to.
Debugging: Debugging Trading Systems and Verifying Results
This video was made independently of the rest of this backtesting series, but is a good complement to the videos above. It goes through the complete development of another system and focuses on various ways to debug systems and verify results.
Coding: Building A System Trading System Window
This video discusses the building of the system signals and rules in the trading system window and is the second video in a series on backtesting and trading systems.
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.
The first decision you must make when building your trading system is what bag of securities you would like to monitor, study, and ultimately trade. This is a very important decision and not necessarily an easy one. Will you be tracking the Nasdaq 100, the Dow 30, the E-Mini, S&P Futures, Microsoft Options? The choice is up to you. If you haven't made this decision yet, then maybe you have some more research to do before proceeding. In our example, we'll track the Nasdaq 100.