Download
Article

• Boost Your Strategy Development Part 2: The SMAC Optimizer

  ARTICLE SYNOPSIS ...Trading strategies usually involve adjustable parameters, and trading strategy development involves optimizing those parameters to find the best inputs and variables for the most profitable results. Here is a look at using the SMAC optimizer algorithm for the optimization of trading strategies...

AUTHOR: Rene Koch, Ph.D.DATE: JAN 2023SUBJECT: Trading System Development

Download
Article

• Boost Your Strategy Development, Part 1: The Optimizer Contest

  ARTICLE SYNOPSIS ...Trading strategies usually involve adjustable parameters, and trading strategy development involves optimizing those parameters to find the best inputs and variables for the most profitable results. Here is an overview of some available optimizer types, along with some insights into using current-generation software to help with this very important task...

AUTHOR: Rene Koch, Ph.D.DATE: NOV 2022SUBJECT: Trading System Development

Download
Article

• Sidebar: Select your own comfort zone by Rene Koch, Ph.D.

  ARTICLE SYNOPSIS ...Sidebar: Select your own comfort zone by Rene Koch, Ph.D. SELECT YOUR COMFORT ZONE...

AUTHOR: Rene Koch, Ph.D.DATE: JUL 2004SUBJECT: Sidebar

Download
Article

• Creating Your Own Trading System by Rene Koch, Ph.D.

  ARTICLE SYNOPSIS ...Creating Your Own Trading System by Rene Koch, Ph.D. It can be done -- and without the headache you would expect. IN technical analysis, when you hear the word band it consists of two boundaries: one above and one below the price series similar to what you see in Figure 1. In that, the daily price chart for Nextel (NXTL), the thick red line is the lower boundary of a "constant" band. Whenever prices go below the red line, a buy signal (blue circle) is generated. One or two bars later, the position is closed (red circle). The green background identifies the profitable trades. Usually, prices ...

AUTHOR: Rene Koch, Ph.D.DATE: JUL 2004SUBJECT: Trading Systems