Category Archives: Trading System Synthesis

Software for Quantitative Systematic and Discretionary Trading

Trying to discover an edge by randomly backtesting ideas is equivalent to looking for a needle in a haystack. More than 25 years have passed since backtesting software became available to retail traders and the difficulty in finding an edge persists … Continue reading

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Price Action Lab Software

Price Action Lab software can assist both system and discretionary traders in identifying short-term opportunities in the markets and assessing their significance. A number of lifetime licenses are now available to qualified customers. Share

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Dealing with Long/Short Data Bias When Developing Trading Algos

A fundamental principle of trading system development, whether automatic or manual, is that the data sample used to test hypotheses must include a wide variety of market conditions. Systems developed on data samples that are biased in a single direction are usually non-robust and … Continue reading

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Price Action Lab v6.0

The release of Price Action Lab v6.0 was announced on February 3, 2014. The new version of this quantitative trading tool includes a comprehensive update and useful features, like a randomization tool and price series statistics. Share

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Release of Price Action Lab v6.0

We are pleased to announce the release of version 6.0 of Price Action Lab.  This new version offers the most comprehensive update to the software since first released. Share

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Taking Advantage of Multiple CPU Cores When Running Price Action Lab

In this article we present a scheme for taking advantage of multiple CPU cores when running searches on long files with Price Action Lab. Using this scheme the search time is reduced by a factor equal to the number of running … Continue reading

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Analysis of the Timing Ability of a Machine Designed Trading System

The timing ability of a machine designed trading system for SPY is analyzed using random data.  The performance of a system designed on random data is compared to that of a system designed using actual data. The hypothesis that the system that … Continue reading

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Price Action Lab GBPUSD System Performance in 2013

The GBPUSD system was first machine designed by Price Action Lab on June 5, 2012 for the purpose of proving the specific concept of developing trading systems. In this post we report on the 2013 performance of the system. A return of 37.50% in … Continue reading

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