Hey guys, just wondering, is there an add-in product for Ninjatrader that will allow you to automatically change a strategy and test it until you get something that passes out of sample? I heard about this.
This generates out of sample data snooping with high probability of spurious correlation generation. See these interesting articles http://eranraviv.com/sample-data-snooping/ http://www.priceactionlab.com/Blog/...learning-applied-to-trading-algo-development/ Problem and remedies http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2345489
This generates out of sample data snooping with high probability of spurious correlation generation. See these interesting articles http://eranraviv.com/sample-data-snooping/ http://www.priceactionlab.com/Blog/...learning-applied-to-trading-algo-development/ Problem and remedies http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2345489
yes, its called "find the holy grail in 30 seconds completely free of charge and beat the rest of the market & demonstrate the stupidity of all those who put in many hours each day working on designing, testing, implementing, and running algorithmic strategies". The package costs a measly $4.99. Its on the App store, you don't even need Ninja Trader, the Terminator App is fully sufficient to run this fantastic app. PM me for details.
so, why are you still toiling and working for NinjaTrader? I thought SharkIndicators really worked, promising financial freedom?