Tag Archives: cross-validation
Maintaining a constant profit factor while lowering the payoff ratio requires a strategy with higher win rate. In general, high win rate strategies are more difficult to develop but when combined with lower payoff ratio usually perform better during times … Continue reading
A high win rate trading system for SPY was machined designed using a deterministic method and a simple predictor of price.Validation of in-sample results was performed on out-of-samples of SPY and of an anti-correlated security.
This alert is about signals in two Dow-30 stocks, one long and one short. The new portfolio backtesting feature of Price Action Lab is used for cross-validation of the results.
I call common patterns those that form in one or more securities that belong to a pre-defined group but are profitable in the history of all securities in the group. Here I discuss short signals received for the open of Thursday, August 16, … Continue reading
The new features that will be part of the next major version release of Price Action Lab will include portfolio backtesting for cross-validation purposes. Specifically, starting with the next version release, Price Action Lab will allow portfolio backtesting of single patterns … Continue reading
This alert is about a long pattern in SPY. Portfolio backtest is used for cross-validation purposes. The alerts are for users of Price Action Lab and are fully reproducible. There is no randomness involved in the output of Price Action Lab.