Out Of Sample Testing

Discussion in 'Strategy Development' started by Yannis, Nov 12, 2002.

  1. Yannis

    Yannis

    Does anyone know of a TS6-compatible tool that supports/automates/facilitates forward (or any kind of out of sample) testing of trading strategies or even just trading models? TIA
     
  2. Yannis

    Yannis

    Since I first posted this request, someone suggested that I look at OptiLogix by Rina Systems.

    (How's that for answering my own question? :) )

    Any other ideas?
     
  3. Shankar

    Shankar

    I guess since you are looking for a TS6 compatible tool you have to go for RINA. When I used TS4 there where a few reasonable priced tools around. I know the tools are still for sale, but I don't think they will work for TS6 ( http://www.insideedge.net/catalog.htm).
    Since this forum is bought by Trade Station I will not give you much better solutions.:)
     
  4. Yannis,

    are you talking about walk forward optimization? If so I have a couple of links for you.
     
  5. Yannis

    Yannis

    Volker,

    Yes, that's another name of the topic I'm interested in. Any help you could provide would be greatly appreciated.
     
  6. Its one of my favorite subjects. So far NO software was able to do a real empirical research on that. Anyway one of the WL users has published a system which can do exactly that on a portfolio of symbols automatically.
     
  7. BKuerbs

    BKuerbs

  8. Simba

    Simba

    Yannis,

    you may want to check out the article "The Polychromatic Momentum system" by Dennis Meyer, PhD, published in this month's Active Trader magazine (November 2002).
    The system code is written for TS4, TS2000i and TS6 (EasyLanguage).

    www.MeyersAnalytics.com

    www.ActiveTraderMag.com

    Does anyone have experience with any of his products? The article looks very interesting, and I'm considering buying the system, but would like feedback from other traders first.

    :)
     
  9. Simba

    Simba

    Shankar, or anyone,
    could you please explain this statement. Does TradeStation own this forum (literally)?

    :confused:
     
  10. Yannis

    Yannis

    Simba,

    Thanks for your feedback - yes, I have recently looked at this system in detail, and may actually get it soon.
     
    #10     Nov 24, 2002