A high win rate trading system for SPY was machined designed using a deterministic method and a simple predictor of price. Cross-validation of in-sample results was performed on out-of-samples of SPY and of an anti-correlated security. The results show that high win rate trading systems with appropriate risk:reward ratio can be machined designed that are even profitable on an anti-correlated market. Definitions Deterministic machine design of trading systems is a process that produces the same result each time it mines the same data with the same design parameters. This is a process compatible with the requirements of scientific testing and analysis. Note that most machine design algos based on neural networks or genetic algorithms do not in general produce the same result when fed with […]
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TradeStation Power Tip!
A Simple Method To Access Two Timeframes
This is a powerful technique that can increase the profitability of your trading system. Download this simple free guide on how to use two timeframes within your strategy code.