Données brutes DARWINs via FTP

Voici le deuxième article de la série Expert Advisor MetaTrader – [EAS] que nous avons récemment démarré. Au cas où vous l’auriez manqué, voici un lien vers le premier post: Experts Advisors commerciaux: tout ce qui brille n’est pas or.   Si vous vous demandez ce que signifie “set & forget” (“branchez et laissez tourner”), c’est un slogan couramment […]

In the last two posts, LVQ and Machine Learning for Algorithmic Traders – Part 1, and LVQ and Machine Learning for Algorithmic Traders – Part 2, we demonstrated how to use: Linear Vector Quantization Correlation testing ..to determine the relevance/importance of and correlation between strategy parameters respectively. Yet another technique we can use to estimate […]

    In LVQ and Machine Learning for Algorithmic Traders – Part 1, we discussed and demonstrated a technique (Linear Vector Quantization) to decipher the relevance and relative importance of each feature variable in the dataset under study. In doing so, algorithmic traders would be able to isolate which of a dataset’s features (read: strategy […]

Algorithmic traders across all spectra of asset classes, often face a rather daunting challenge. What are the best inputs for an algorithmic trading strategy’s parameter space? Different algorithmic trading strategies (whether manual or automated) will each have their own unique set of parameters that govern their behaviour. Granted.. Genetic and Walk-Forward Optimization will help algorithmic […]