Category Archives: Trading System Synthesis

Profiting From the Losers

Trading system developers usually look for profitable algos that stay profitable but one could instead look for profitable algos that have high probability of turning unprofitable and then trade against them during a period of mean-reversion. Share

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System Code Add-on For Price Action Lab

There is a new addition to Price Action Lab software that increases flexibility and the productivity of users. A new add-on significantly advances the existing automatic code generation of the software by allowing automatic generation of code for systems consisting … Continue reading

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Price Action Lab Software

Price Action Lab™ (PAL) is a tool systematic and discretionary quant traders can use to discover algos and identify high probability setups based on pure price action. This software was developed after applying Occam’s razor to price action analysis. Share

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Deterministic Machine Design of Trading Systems With Strict Cross-Validation

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. Share

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Free Demo of Price Action Lab Software

There is now a free demo of Price Action Lab available for download. Price Action Lab is the most advanced software for quantitative discretionary and systematic trading based on parameter-less price patterns. Share

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Using Random Data to Test the Integrity of Machine Learning Algorithms

In a recent blog I argued that the chances of finding a profitable trading algo via machine learning are for all practical purposes zero due to the large data-mining bias. One method of checking machine learning algorithms for the generation … Continue reading

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