Category Archives: Trading System Synthesis

Release of Price Action Lab v7.0

We are pleased to announce the release of Price Action Lab v7.0.  The new version offers several new features and comes with an add-on that allows a massive increase in the capabilities of this quantitative trading software. Share

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Quantitative Trading Software

Back-testing is the main tool trading system developers use for discovering an edge. But most experienced quant traders know that there is no easy solution to the problem of data-mining bias and due to that systems discovered via the use … Continue reading

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Long/Short Symmetry Effect on Trading System Performance

Although some quants prefer long/short symmetric trading systems there is no conclusive evidence that they offer any advantages, especially when dealing with markets with a structural bias. In this blog post I present two examples of the performance of trading systems that were … Continue reading

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Update on the Performance of a Machine Designed System For Trading Forex

A system for trading GBPUSD based on daily data was machine designed by Price Action Lab on June 5, 2012. This post is an update on the performance of this system. Share

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Quant Trading Without Neural Networks or Genetic Algorithms

Price Action Lab is a tool systematic and discretionary quant traders can use to discover algos that are based on pure price action and thus avoid the problems associated with the use of indicators and their parameter optimization that often leads to curve-fitted performance … Continue reading

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