optimization

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Wed, 06/27/2018 - 05:08
#1
Michael Kucks
Last seen: 2 weeks 6 days 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.

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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.

Optimization of Trading Systems Realization

Submitted by linnsoft on Tue, 04/23/2013 - 20:47

The Realization feature in Investor/RT refers to the process of walk-forward out-of-sample testing (or walk-forward optimization). In essence, Investor/RT optimizes (or backtests) over a given period, then tests using the optimized variables (or best performing symbols, or both) over a subsequent period immediately following the optimization period. In this way, we are seeing historically what we could have achieved in reality by trading our optimized results or best performing symbols.