This post presents a number of best practices for backtesting trading strategies in the MetaTrader 4 Strategy Tester. Watch the Webinar Recording by clicking here. Simulating a strategy’s historical performance correctly, increases the probability of it generalizing well to unseen market data in future. As such, it’s important that all backtesting be conducted robustly, careful […]

    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 […]