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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.
It is easy for trading system developers to be fooled by randomness especially when the underline process that is used for discovering the trading systems is in itself inherently random. Out-of-sample testing is not enough to guarantee statistical significance of any results obtained because … Continue reading
This alert is about three stocks, one for a long position and two for short. Portfolio backtest is used to cross-validate the signals.